For Windows and Mac OSX there are a lot of graphical tools which can scan and give you report:
One of those ones is Wifi Guard. You can download it with the given link:

For Ubuntu (and other Debian like Linux systems)
Open terminal(ctrl+alt+T) and type these:

 sudo apt-get install nmap 

Wait install finishes, then type:

 sudo nmap -sP 

You will see the list which contains several rows like this:
Nmap scan report for any_device_name (
Host is up.

Each row like above means one device connected to your wifi. From their names and count you should detect if you have unrecognized connection or not.

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