When you move from a nonlinear to a linearized model, the steady state values of the nonlinear model become parameters that typically depend on the deep parameters of the model. They are not free parameters you can estimate. What you usually need to do is compute the steady state of the nonlinear model and assign these values to the parameters. Please take a look at Pfeifer(2013): A Guide to Specifying Observation Equations for the Estimation of DSGE Models, particularly Listing 3