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In this paper, we consider the design of efficient anti-jamming coding techniques for recovering lost packets transmitted through parallel channels. We present two coding schemes with small overhead and low complexity, namely, rateless coding and piecewise coding. For piecewise coding, we propose the optimal as well as several suboptimal design methods to build short block codes with small number of parity checks. One application of the anti-jamming coding techniques is in a cognitive radio system to protect the secondary users from the interference by the primary users. For such application, we consider two types of subchannel selections, i.e., the single uniform and general non-uniform subchannel selections. Throughput and the goodput performance of the secondary users employing either anti-jamming coding technique is analyzed under both subchannel selection strategies. The results show that both coding techniques provide reliable transmissions with high throughput and small redundancy. The piecewise coding using the designed short codes provides better performance with smaller overhead under low to medium jamming rate. For non-uniform subchannel selection, the designed short code improves the throughput and goodput performance of secondary transmission with antijamming piecewise coding while the rateless coding provides similar or worse performance than that in the uniform case.