A new problem, estimation of the direction of arrival (DOA) without knowing (or assuming) the number of signal sources, is addressed. In this paper we propose a method which is related to both the multiple signal 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 signal sources is exactly known. In addition, from the statistical properties, it is observed that the estimation error of the proposed method has almost the same variance as the MUSIC method, although the proposed method yields a slightly biased estimate.