This is very similar to question I asked which is about a nonstationary state equation. Please see: https://forum.dynare.org/t/nonstationary-state-space-model-in-dynare/11626/3
As Jonathan suggests, if you are going to do an estimation, you need to use diffuse_filter option, and both in case of simulating and estimation, you need to clearly state which steady state values should be selected for the variables for which infinitely many steady state values exist. That is, if a variable is evolving via a unit root process, there exists infinitely many steady state value of the variable and you need to state one that you need using
steady_state_model
block.