The purpose of this paper is to investigate the self-orthogonal embedding problem for linear codes over Z4. We propose several tight bounds on the length of the shortest self-orthogonal embedding over Z4, and determine the exact shortest self-orthogonal embedding length under specific conditions. As an example satisfying these conditions, we establish the exact length of the shortest self-orthogonal embedding for the quaternary Preparata codes. Furthermore, to establish these results, we completely classify the exact length of the shortest doubly even self-orthogonal embedding for binary linear codes in every possible case. Finally, when the shortest self-orthogonal embedding length of a given free code over Z4 is equal to the shortest doubly even self-orthogonal embedding length of its residue code, we present an algorithm to construct all possible shortest self-orthogonal embeddings. With our algorithm, we found twelve linear codes over Z4 whose minimum Lee distances are higher than those of the Z4-linear codes in Aydins database.

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