This paper is concerned with the security problem for interconnected systems, where each subsystem is required to detect local attacks using locally available information and the information received from its neighboring subsystems. Moreover, we consider that there exists an additional eavesdropper being able to infer the private information by eavesdropping transmitted data between subsystems. Then, a privacy-preserving method is employed by adding privacy noise to transmitted data, and the privacy level is measured by mutual information. Nevertheless, adding privacy noise to transmitted data may affect the detection performance metrics such as detection probability and false alarm probability. Thus, we theoretically analyze the trade-off between the privacy and the detection performance. An optimization problem with maximizing both the degree of privacy preservation and the detection probability is established to obtain the covariance of the privacy noise. In addition, the attack detector of each subsystem may not obtain all information about the privacy noise. We further theoretically analyze the trade-off between the privacy and the false alarm probability when the attack detector has no knowledge of the privacy noise covariance. An optimization problem with maximizing the degree of privacy preservation with guaranteeing a bound of false alarm distortion level is established to obtain {\color{black}{the covariance of the privacy noise}}. Moreover, to analyze the effect of the privacy noise on the detection probability, we consider that each subsystem can estimate the unknown privacy noise covariance by the secondary data. Based on the estimated covariance, we construct another attack detector and analyze how the privacy noise affects its detection performance. Finally, a numerical example is provided to verify the effectiveness of theoretical results.
