From man bash
Words of the form $'string' are treated specially. The word expands to
string, with backslash-escaped characters replaced as specified by the
ANSI C standard. Backslash escape sequences, if present, are decoded
as follows:
\a alert (bell)
\b backspace
\e
\E an escape character
\f form feed
\n new line
\r carriage return
\t horizontal tab
\v vertical tab
\\ backslash
\' single quote
\" double quote
\nnn the eight-bit character whose value is the octal value
nnn (one to three digits)
\xHH the eight-bit character whose value is the hexadecimal
value HH (one or two hex digits)
\uHHHH the Unicode (ISO/IEC 10646) character whose value is the
hexadecimal value HHHH (one to four hex digits)
\UHHHHHHHH
the Unicode (ISO/IEC 10646) character whose value is the
hexadecimal value HHHHHHHH (one to eight hex digits)
\cx a control-x character
The expanded result is single-quoted, as if the dollar sign had not
been present.
A double-quoted string preceded by a dollar sign ($"string") will cause
the string to be translated according to the current locale. If the
current locale is C or POSIX, the dollar sign is ignored. If the
string is translated and replaced, the replacement is double-quoted.