Mobile robots such as unmanned vehicles integrate heterogeneous capabilities in sensing, computation, and control. They are representative cyber-physical systems where the cyberspace and the physical world are strongly coupled. However, the safety of mobile robots is significantly threatened by cyber/physical attacks and software/hardware failures. These threats can thwart normal robot operations and cause robot misbehaviors. In this paper, we propose a novel anomaly detection system, which leverages physical dynamics of mobile robots to detect misbehaviors in sensors and actuators. We explore issues raised in real-world implementations, e.g., distinctive robot dynamic models, sensor quantity and quality, decision parameters, etc., for practicality purposes. We implement the detection system on two types of mobile robots and evaluate the detection performance against various misbehavior scenarios, including signal interference, sensor spoofing, logic bomb and physical jamming. The experiments show detection effectiveness and small detection delays.