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Initial covariance matrix for a Kalman filter is set up in KalmanModel constructor according to the covarianceMatricesProviders. In the constructor, provisions are made to consider both orbit drivers, propagation parameters drivers and measurements drivers. This constructor is called from KalmanEstimator constructor which itself is called from KalmanEstimatorBuilder build method.

However, KalmanEstimatorBuilder does not allow to provide covariance matrix providers for measurements parameters. The only providers that it handles are the ones set up when calling addPropagationConfiguration, there are no provisions to add other types of covariance matrices providers.