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The worldwide progress in studies on pulse detonation engines (PDE) is briefly reviewed and some results of our exploratory study on PDE are presented. Analysis of thermodynamic cycle is made and the specific impulse formula is improved. A proof-of-principle experiment of a two-phase PDE is successfully carried out, using poor-detonable liquid C8H16/air mixture with a low-energy system (total spark energy of 50 mJ) and a newly developed one-step detonation initiation method. The measured detonation wave pressure ratio is very close to that of C-J detonation. The effects of length, diameter and detonation frequency on PDE performance are experimentally investigated. For liquid hydrocarbon fuel/air mixture, the PDE operation is successfully realized with an engine length of 1000 mm and detonation frequency up to 36 Hz, which has made an important step toward practical PDE. The developed code can be used for simulating PDE operation processes including deflagration to detonation transition (DDT) phenomenon. The numerical results are in good agreement with the experimental ones.