My first guess is that you are trying to sign an Ad-Hoc version of your app with a signing identity that does not exist in your Keychain and thus receiving this error. Make sure that when you create a CSR from the Keychain to request a Development or Distribution signing certificate in the Developer Portal that you then download this certificate and install it into your Keychain. Once your signing certificate is installed in the Keychain then you should have a signing identity to sign your app. Remember, a signing identity consists of a private key and code signing certificate. Your private key is created in the Keychain when the CSR is created. Without both of these assets, you cannot sign your app.
Matt Eaton
DTS Engineering, CoreOS
meaton3@apple.com