Active techniques have been introduced to give better detectability performance for cyber-attack diagnosis in cyber-physical systems (CPS). In this paper, switching multiplicative watermarking is considered, whereby we propose an optimal design strategy to define switching filter parameters. Optimality is evaluated exploiting the so-called output-to-output gain of the closed loop system, including some supposed attack dynamics. A worst-case scenario of a matched covert attack is assumed, presuming that an attacker with full knowledge of the closed-loop system injects a stealthy attack of bounded energy. Our algorithm, given watermark filter parameters at some time instant, provides optimal next-step parameters. Analysis of the algorithm is given, demonstrating its features, and demonstrating that through initialization of certain parameters outside of the algorithm, the parameters of the multiplicative watermarking can be randomized. Simulation shows how, by adopting our method for parameter design, the attacker's impact on performance diminishes.
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