UFO does not mean a space craft of Aliens or a flying saucer .It can be any object that has not been identified officially..may be a missile or a stealth aircraft or a projectile
Could even be some unknown to science natural phenomenon. It's most likely some sort of UAV though. I bet even the North Koreans are popping these cheap things up like there's no tomorrow. It's possible that they've made a new one not yet known to the military analysts.