  A variety of anomaly detection schemes have been proposed to detect malicious
attacks to Cyber-Physical Systems. Among these schemes, Dynamic Watermarking
methods have been proven highly effective at detecting a wide range of attacks.
Unfortunately, in contrast to other anomaly detectors, no method has been
presented to design a Dynamic Watermarking detector to achieve a user-specified
false alarm rate, or subsequently evaluate the capabilities of an attacker
under such a selection. This paper describes methods to measure the capability
of an attacker, to numerically approximate this metric, and to design a Dynamic
Watermarking detector that can achieve a user-specified rate of false alarms.
The performance of the Dynamic Watermarking detector is compared to three
classical anomaly detectors in simulation and on a real-world platform. These
experiments illustrate that the attack capability under the Dynamic
Watermarking detector is comparable to those of classic anomaly detectors.
Importantly, these experiments also make clear that the Dynamic Watermarking
detector is consistently able to detect attacks that the other class of
detectors are unable to identify.
