Some problems of bayesian estimation

Hello,everyone. I meet some difficulties.
Firstly, if I don’t make bayesian estimation, there will be not errors. But some errors will appear if I add bayesian estimation.
Log data density [Laplace approximation] is NaN.

Error using chol
Matrix must be positive definite.
Error in posterior_sampler_initialization (line 84)
d = chol(vv);
Error in posterior_sampler (line 60)
posterior_sampler_initialization(TargetFun, xparam1, vv,
Error in dynare_estimation_1 (line 471)
Error in dynare_estimation (line 118)
Error in m11.driver (line 274)
Error in dynare (line 281)
evalin(‘base’,[fname ‘.driver’]);

Secondly,my question is about data processing. Data in the excel is processed:
1.take logarithmic
2.HP filtering
3.take cyclic component
In my mod file, equations of model block are nonlinear. I wonder whether this way is feasible.
Lastly, I’m a novice on the dynare, thanks very much for your reply!
m11.mod (1.6 KB)
usdata.xlsx (11.7 KB)

Please have a look at See Pfeifer (2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models ".
You cannot match detrended data to undetrended model variables. Also, you should not use the two-sided HP filter.