How to calculate covariance matrix?

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I'm trying to use robot_pose_ekf and I have errors:

Covariance speficied for measurement on topic wheelodom is zero

and

filter time older than odom message buffer

I've wrote the odometry node and it works fine. It is true that I don't have a covariance matrix for it. I've looked at other ROS answers threads and read the wiki page, but I don't quite understand it or how to calculate the values for it.

For example, I've attempted to populate an IMU message:

    self.imu_msg.header.stamp =  rospy.Time.now()
    self.imu_msg.header.frame_id =  '/base'
    self.imu_msg.orientation_covariance = [-1,   0,   0,
                                            0,  -1,   0,
                                            0,   0,  -1 ] #sensor doesn't have orientation
    self.imu_msg.angular_velocity.x = data[x_rps] #sensor outputs in rad/s
    self.imu_msg.angular_velocity.y = data[y_rps]
    self.imu_msg.angular_velocity.z = data[z_rps]
    self.imu_msg.angular_velocity_covariance = [ 0, -1, 0,
                                                 0, 0, 0,
                                                 0, 0, 0 ]

    self.imu_msg.linear_acceleration.x = 9.8 * data[x_g] #my sensor output in g's
    self.imu_msg.linear_acceleration.y = 9.8 * data[y_g] 
    self.imu_msg.linear_acceleration.z = 9.8 
    self.imu_msg.linear_acceleration_covariance = [ 0, -1, 0,
                                                    0, 0, 0,
                                                    0, 0, 0 ]

    self.imu_pub.publish(self.imu_msg)

The documentation said fill in a -1 for the first element if I don't know how to populate it. I've tried visualizing it in rviz using the beginner tutorial plug-in, but it just flashes large slabs of purple for me. Using the http://wiki.ros.org/rviz_imu_plugin also had a problem compiling(something about the property_manager.h file not existing).

Is that that imu message correct? How would I go calculate it for odom? I'll also have a covariance matrix for the navsat message.

Edit 1: I'm working through adding a covariance matrix for odom, imu, and gps. I'm currently using a segway rmp unit, so I was able to pull this from the segway_rmp's covariance values from that source code. http://wiki.ros.org/segway_rmp

this->odom_msg.pose.covariance[0] = 0.00001;
this->odom_msg.pose.covariance[7] = 0.00001;
this->odom_msg.pose.covariance[14] = 1000000000000.0;
this->odom_msg.pose.covariance[21] = 1000000000000.0;
this->odom_msg.pose.covariance[28] = 1000000000000.0;
this->odom_msg.pose.covariance[35] = 0.001;

This got rid of the errors for the ekf node. Although, I have no idea why the twist covariance matrix didn't need to be filled. I would still want to know how to find it for my own set up. According to this explanation of covariances, http://manialabs.wordpress.com/2012/08/06/covariance-matrices-with-a-practical-example/

It looks like all we care about in the matrix is the error of a single variable, so x-axis to x-axis, roll-to-roll etc... So in that segway_rmp code, we only care about x, y, and yaw, which makes sense.

I did that for my imu node but I still get the errors

MSG to TF:  Quaternion Not Properly Normalized
filter time older than imu message buffer

I'll update this as I go!

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