Suppose that we have two matrices $\mathbf A$ and $\mathbf B$ which are known to us and both of them are square matrices of the same dimensions.
Now we want to find a square matrix $\mathbf C$ that solves following equation:
$$\mathbf C=\mathbf A\mathbf C\mathbf A^\top+\mathbf B$$
How can we find this $\mathbf C$ matrix in Mathematica?
Just for additional information, it is for finding the state-space unconditional covariance matrix