We address security issues in cyber-physical systems (CPSs). We focus on the detection of attacks against cyber-physical systems. Attacks against these systems shall be handled both in terms of safety and security. Networked-control technologies imposed by industrial standards already cover the safety dimension. However, from a security standpoint, using only cyber information to analyze the security of a cyber-physical system is not enough, since the physical malicious actions that can threaten the correct behavior of the systems are ignored. For this reason, the systems have to be protected from threats to their cyber and physical layers. Some authors have handled replay and integrity attacks using, for example, physical attestation to validate the cyber process and to detect the attacks, or watermark-based detectors which uses also physical parameters to ensure the cyber layers. We reexamine the effectiveness of a stationary watermark-based detector. We show that this approach only detects adversaries that do not attempt to get any knowledge about the system dynamics. We analyze the detection ratio of the original design under the presence of new adversaries that are able to infer the system dynamics and are able to evade the detector with high frequency. We propose a new detection scheme which employs several non-stationary watermarks. We validate the detection efficiency of the new strategy via numeric simulations and via running experiments on a laboratory testbed. Results show that the proposed strategy is able to detect adversaries using non-parametric methods, but it is not equally effective against adversaries using parametric identification methods