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We study security of remote state estimation in wireless cyber-physical systems (CPS) where a sensor sends its measurements to the remote state estimator over a multichannel wireless link in presence of a jamming attacker. Most of the existing works study the sensor's defense scheme by adopting optimization-based methods and rely on the prior knowledge of the attacker's attack policy. To relax this constraint, we propose a novel online-learning-based policy called joint channel and power selection (J-CAP) for the sensor to dynamically choose transmission channel and power. The proposed method assumes no prior knowledge of the attacker's attack policy, nor of the channel state information. J-CAP jointly optimizes sensor's channel selection and power consumption, and guarantees the estimator's asymptotic stability. We theoretically prove that J-CAP achieves a sublinear learning regret bound. We also …