There are two different methods of embedding supplemental data, e.g. for watermarking into an encoded signal.I. For an encoder, which needs auxiliary information for encoding (=probability information in this special case), the auxiliary information to encode the supplemental data is derived from data used otherwise in the encoding process. The advantage is that the derived auxiliary data does not have to be stored, so that embedding the supplemental data is economical with respect to the total amount of bits used.II. In the encoding process used for super Audio CD, a set of parameters (e.g. filter coefficients) is used by the encoder, whereby these parameters have to be stored, as they are needed for decoding. To embed supplemental data, at least one of the chosen parameters (e.g. the LSB of the first coefficient) is set to a dedicated value in response to the value of the supplemental data to be embedded. The advantage is that the bit rate will not be affected at all.