
The musical Twin Performance Tesla coils are in cages to reduce interference to electronics and increase safety. This allows easy setup in a small area safely for a performance.
One might expect sparks would be from the nearest point to the cage (ie about 8 inches = diameter of the steel sphere). However, sparks can’t breakout from a smooth surface of this size unless there is a breakout point. By positioning one such point at the top of the sphere, sparks preferentially go up the 20 inches or so to the ceiling.
Now 20 inches is not huge but it is in proportion to the exclusion zone for the operator and equipment without the cage.
This is still loud and needs earmuffs if you are close. In actual use you would have powered speakers behind them to provide the backing music track that the sparks are played to.
I can sit between them so it becomes a compact installation that I can setup without help.
And the cages? Four dog cages that fold flat to the same dimension as one of the walls.

Here the Tesla coils play the Imperial March:
https://plus.google.com/u/0/+PeterTerren/posts/FdBdfg44jG8
Here they play Daft Punk with full musical backing:
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1. and 2.: The music in the video was all written out using MIDI sequencing software—i.e. it wasn’t “performed” in real-time. Any digital audio workstation (DAW) can do this kind of MIDI sequencing, e.g. Logic, Reaper, Cubase, Pro Tools, etc. I use Ableton Live, which has very versatile sequencing possibilities, which made possible all the very short notes you heard in the video.
3. and 4.: The speakers are cheap PA speakers with a built-in power amp. These are connected to different mains than the Tesla coils to minimise interference (perhaps Peter can chime in on the formalities of this). Audio is sent to the speakers via a USB digital-analog converter (DAC). Cheap generic USB DACs can be bought for probably US$20 or less. I wouldn’t dwell too much on the make/brand of the amplifiers/speakers here—cheap is better, and you don’t really need super high quality audio when dealing with Tesla coils.
5. The P45 has both USB and MIDI outputs, I believe. It’d be much easier if you go straight from the MIDI output on the P45 to the Plasmasonic controller. If you’d prefer to go the USB route then there’s more equipment you’d need, and more software to learn (assuming you’re not an advanced DAW user). I’m not in a position to help you learn all of that, but I’ve attached a diagram of the equipment we use. Of course, this is greatly simplified, especially in terms of software routing of MIDI/audio, but I hope it gives a general picture of what you’d need.