A new problem, estimation of the direction of arrival (DOA) without kn
owing (or assuming) the number of signal sources, is addressed. In thi
s paper we propose a method which is related to both the multiple sign
al classification (MUSIC) and Capon's methods. The performance of the
proposed method when the number of signal sources is unknown is shown
to be almost the same as that of the MUSIC method when the number of s
ignal sources is exactly known. In addition, from the statistical prop
erties, it is observed that the estimation error of the proposed metho
d has almost the same variance as the MUSIC method, although the propo
sed method yields a slightly biased estimate.