What is the appeal of improvised music?

It is an experience - call it free jazz, experimental classical, avant-rock or any number of other monikers - that many listeners find, well, challenging. All those screeches and scratches, those sudden squalls and moody silences. A common complaint is that it looks more fun for the performers to play than it is for the audience to listen to.

Few musicians are better qualified to tackle the question than guitarist Fred Frith. In 1968 he co-founded Cambridge avant-rock experimentalists Henry Cow; today he is an indefatigable collaborator and one of the world's most prominent and adept improvisers.

His first response is unequivocal. "It is dancing on a tightrope, skydiving, stroking a tarantula. An exhilaration of risks …" In the end, he says, "it is not that complicated" for listeners to tell if what they are hearing is good or bad improv. "If it touches you, if some part of the story resonates with you, then that has got to be good, right? And anyway, I would far rather watch and listen to folks who are having fun than the opposite, wouldn't you? For me, the appeal lies in the fact the players and the listeners are in the same time relationship with the music. None of us knows what is going to happen next, and I love hearing how improvisers come up with instant solutions to sudden problems."

Next weekend Frith performs with the BBC Scottish Symphony Orchestra and two other giants of improvised music: saxophonist Roscoe Mitchell, an original member of the Association For The Advancement Of Creative Musicians and the Art Ensemble Of Chicago, and trombonist and pioneer of interactive computer music George Lewis.

The three have known each other for decades. In the 1980s Frith played with Lewis in the German septet Duck And Cover, and both collaborated on Heiner Goebbels's kaleidoscopically punkish 1988 music-theatre piece Der Mann im Fahrstuhl.

Frith first met Mitchell when Henry Cow shared the bill with Art Ensemble Of Chicago in Paris in the late 1970s; now they both teach at Mills College in Oakland, California, and perform together frequently. "Roscoe and George obviously go way back," says Frith.

But here's the thing: all three have never performed together. Despite decades of shared bills and cross-collaborations, their improvisation at City Halls next week will be their first time as a trio. What's taken so long? "No special reason, other than that we Are all very busy people with a lot of diverse interests, so this is a question of seizing the moment."

I ask how much will be planned, individually or as a group, and how much will be left to the moment. "We will not be planning anything beyond getting a good relationship and result with Ilan (Volkov) and the orchestra," Frith replies. "What's to plan? There are aspects of musical language and history that we share, and aspects we don't, and in either case that may or may not be relevant when we are up there doing it. It is all about what happens in the moment, the act of listening and sharing some of the road together. Serious fun!"

As for sharing the platform with an orchestra? Frith, Mitchell and Lewis all emerged from determinedly non-establishment musical backgrounds, yet here they are performing on a formal concert stage for a Radio 3 recording. I ask Frith whether the shift bemuses him, whether it is an inevitable trajectory for successful avant-garde artists, whether the context of an improvisation even matters.

"I take it as an opportunity to learn and to grow," he replies. "So it does not so much bemuse me as stimulate my interest. I played violin in my school orchestra when I was 11 and I loved that feeling of being part of something much bigger than the individuals. Later, I was electric guitar soloist with the London Philharmonic in 1974 playing David Bedford's Star's End, and I became aware of the anxieties and doubts and prejudices on both sides of that professional relationship."

Things have changed a lot since then, he says. "I think I have (mostly!) overcome my deep insecurities in the face of highly trained classical musicians, and in my experience orchestra players are now much more likely to understand and respect who I am. So it should be an excellent experience.

"As for inevitable, not at all. I do not buy into hierarchies, with classical music as the pinnacle of all achievement. For me it is more a matter of taking on another challenge and seeing what I can make of it. I am honoured to be a part of this, and afterwards I still have plenty of goals that do not involve orchestras!"

Fred Frith, George Lewis and Roscoe Mitchell perform with Ilan Volkov and the BBC Scottish Symphony Orchestra at City Halls, Glasgow, on February 22