Cyber-physical system (CPS), regarded as the next generation of engineered system, has the capability to interact with the real physical world. Applications of CPS span various fields such as medical monitoring, traffic control, and smart grid. With such widespread applications, privacy assurance is becoming more and more important since what the CPS connects are people and the real world. Any leakage of private information will cause serious consequences. In this paper, we focus on enhancing the secrecy of wireless communications in CPS by use of physical layer security techniques. Specifically, we study an amplify and forward (AF) relay network where all devices are equipped with a single antenna. We propose a privacy-enhanced waveform design approach aided by artificial noise (AN) to enhance the communication secrecy in a wireless environment with multipath receptions. First, we consider the case with perfect eavesdropper's channel state information (CSI). We optimize the AF coefficient for forwarding the informationbearing signal and the AN covariance to maximize the achievable secrecy rate. The optimal solution is obtained by solving a series of semidefinite programs. Then, a more practical scenario with imperfect eavesdropper's CSI is studied. We develop a robust waveform design method and obtain the lower bound of the achievable secrecy rate. Numerical results are presented to show the effectiveness of our proposed algorithms.