In this work, a new approach to detect sensor and actuator intrusion for Cyber-Physical Systems using a bank of Kalman filters is presented. The case where the unknown type of the intrusion signal is considered first, using two Kalman filters in a bank to provide the conditional state estimates, then the unknown type of intrusion signal can be detected properly via the adaptive estimation algorithm. The case where the target (either sensor or actuator) of the intrusion signal is unknown is also considered, using four Kalman filters in a bank designed to detect if the intrusion signal is about to affect healthy sensor or actuator signal. To test these methods, a DC motor speed control system subject to attack by different types of sensor and actuator signals is simulated. Simulations show that different types of sensor and actuator intrusion signals can be detected properly without the knowledge of the nature and the type of these signals.