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Google is embedding inaudible watermarks right into its AI generated music
(www.theverge.com)
This is a most excellent place for technology news and articles.
I don't know what frequencies are annoying for dogs but I'm guessing it's above 24kHz so no sound file or sound system is going to be able to store or produce it anyway.
There will certainly be some way to get rid of the watermark. But it might nevertheless persist through common filters.