In this paper, we propose a new algorithm to detect the presence of narrow band interference signals on the band of an Ultra Wide-Band (UWB) system when the UWB spectrum overlaps the bands of other narrow band wireless services. In our proposed algorithm for an UWB Multi-Band Orthogonal Frequency Division Multiplexing (MB-OFDM) system, an appropriate model is selected from the assumed interference models based on the Akaike Information Criterion (AIC) which is an explicit theoretic criterion and a measure of fit of the model. The proposed algorithm does not need a priori information on the interference signals except that we can reduce a computational complexity to implement the algorithm if we have knowledge of the bands of the interference signals. Furthermore, we introduce the Expectation Maximization (EM) algorithm to our algorithm in order to estimate the transmitted signals and the interference signals simultaneously. The proposed algorithm may not require the pilot symbols in the assumed UWB system to detect the presence of other systems. By computer simulations, we show that the proposed algorithm validly detects the presence of interference signals on the UWB band.