This thesis presents techniques for the modelling of musical signals, with particular regard to monophonic and polyphonic pitch estimation. Musical signals are modelled as a set of notes, each comprising of a set of harmonically-related sinusoids. An hierarchical model is presented that is very general and applicable to any signal that can be decomposed as the sum of basis functions. Parameter estimation is posed within a Bayesian framework, allowing for the incorporation of prior information about model parameters. The resulting posterior distribution is of variable dimension and so reversible jump MCMC simulation techniques are employed for the parameter estimation task. The extension of the model to time-varying signals with high posterior correlations between model parameters is described. The parameters and hyperparameters of several frames of data are estimated jointly to achieve a more robust detection. A general model for the description of time-varying homogeneous and heterogeneous multiple component signals is developed, and then applied to the analysis of musical signals. The importance of high level musical and perceptual psychological knowledge in the formulation of the model is highlighted, and attention is drawn to the limitation of pure signal processing techniques for dealing with musical signals. Gestalt psychological grouping principles motivate the hierarchical signal model, and component identifiability is considered in terms of perceptual streaming where each component establishes its own context. A major emphasis of this thesis is the practical application of MCMC techniques, which are generally deemed to be too slow for many applications. Through the design of efficient transition kernels highly optimised for harmonic models, and by careful choice of assumptions and approximations, implementations approaching the order of realtime are viable.
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