The initialization of the state estimation in a localization scenario based on ranging and dead reckoning is studied. Specifically, we start with a cooperative localization setup and consider the problem of recursively arriving at a uni-modal state estimate with sufficiently low covariance such that covariance based filters can be used to estimate an agent's state subsequently. A number of simplifications/assumptions are made such that the estimation problem can be seen as that of estimating the initial agent state given a deterministic surrounding and dead reckoning. This problem is solved by means of a particle filter and it is described how continual states and covariance estimates are derived from the solution. Finally, simulations are used to illustrate the characteristics of the method and experimental data are briefly presented.