Setting custom canonical urls

It depends on how your canonical URLs are being written to the page. In your theme's header you may find something like:

<link rel="canonical" href="<?php echo get_permalink(); ?>">

If you are able to edit your theme (or child theme if using a distributed theme) you can put whatever you want there instead. For instance, you could put:

<link rel="canonical" href="<?php echo $_SERVER['REQUEST_URI']; ?>">

$_SERVER['REQUEST_URI'] includes all of the query parameters.

(Or if you are using a plugin like Yoast, it will add the canonical link to your page for you. You should be able to filter this output. With Yoast, it is the "wpseo_canonical" filter.)

But remember, in many cases it makes sense to not include the query parameters, for instance two pages that vary only in a ?sortby= parameter do in fact share duplicate content, and the whole point of canonical tags is to help identify duplicate content.

It might make more sense to add your parameter as a query arg and give it a rewrite rule, so that it becomes part of the more standard URL and is included by default. Instead of primary-page?requested_id=1 it could be primary-page/1. It also looks a little better.

If you want to do that, there are a couple of different answers on this related question.