The paper proposes new method to secure a zone of the world from intruders using a group a robots. The principle is to control the group in order to form a chain through which no intruder can go without being detected. We use a set membership method based on interval analysis and mathematical morphology to guarantee that no intruder is inside the secure zone. The approach is illustrated by an example where the environment is the Bay of Biscay, the intruder is a submarine and the group of robots consists of small underwater autonomous vehicles.