Bearing estimates input to a tracking algorithm require a concomitant measurement error to convey confidence. When Capon algorithm based bearing estimates are derived from low signal-to-noise ratio (SNR) data, the method of interval errors (MIE) provides a representation of measurement error improved over high SNR metrics like the Cramér-Rao bound or Taylor series. A corresponding improvement in overall tracker performance is had. These results have been demonstrated  assuming MIE has perfect knowledge of the true data covariance. Herein this assumption is weakened to explore the potential performance of a practical implementation that must address the challenges of non-stationarity and finite sample effects. Comparisons with known non-linear smoothing techniques designed to reject outlier measurements is also explored.