Previously we have presented a new scan-matching algorithm, based on the IDC - Iterative Dual Correspondence- algorithm, which showed a good localization performance even in the case of severe changes in the environment. The Problem of the IDC-algorithm is that there is no good way to estimate the covariance matrix of the position estimate, which prohibits an effective fusion with other position estimates from other sensors, e.g by means of the Kalman filter. In this paper we present a new way to estimate the covariance matrix, by estimating the Hessian matrix of the error function that is minimized by the IDC scan-matching algorithm. Simulation results show that the estimated covariance matrix correspond well to the real one.