The coordinated output regulation problem for multiple heterogeneous linear systems is studied in this paper. Each agent is modeled as a linear multiple-input multiple-output (MIMO) system with an exogenous input which represents the individual tracking objective for the agent. The multi-agent system as a whole has a group exogenous input which represents the tracking objective for the whole group. Under the constraints that the group exogenous input is only locally available to each agent and that the agents have only access to their neighbors' information, we propose an observer-based feedback controller to solve the coordinated output regulation problem. A high-gain approach is introduced and the information interactions are allowed to be switching over a finite set of fixed networks containing both graphs having a spanning tree and graphs that do not. A lower bound of the high gain parameters is explicitly given. It describes a fundamental relationship between the information interactions, the dwell time, the non-identical dynamics of different agents, and the high gain parameters.