diff --git a/pynav/filters.py b/pynav/filters.py
index 6846f9c5..00c928af 100644
--- a/pynav/filters.py
+++ b/pynav/filters.py
@@ -418,6 +418,7 @@ def correct(
 
             # Re-evaluate the jacobians at our latest operating point
             G = np.atleast_2d(y.model.jacobian(x_op_jac))
+            R = np.atleast_2d(y.model.covariance(x_op_jac))
             e = x_op.minus(x.state).reshape((-1, 1))
             J = x_op.plus_jacobian(e)
             P = J @ x.covariance @ J.T