I've definitely experienced that illusion. A lot of it depends on the recording.
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While I've experienced the illusion too, not that many speakers can get the height aspect right--Dunlavy/Duntech and big Maggies seem to do it well, the Wilson Watt/Puppies never seemed to do it that well to me. However, while you're correct about what SHOULD constitute three-dimensional sound, I don't think the marketers are really referring to height, but rather to a concept of holographic imaging so that the images in a soundstage appear as more than flat images--a soundstage you feel like you could walk into, perhaps, with three-dimensional rather than flat images of performers within the soundstage. A lot more speakers can do that.
I have a Chesky test disc that has a track with the height test where a shaker is recorded with a single microphone going from low to high with the narrator teling you where it is. I definitely can tell in my system that the shaker is moving from low to high. The recording would have to be done with a single or two microphones to capture this natural soundstage. Most recordings now are done in a studio on a multi-track, recorded at different sessions even, so I doubt they reveal the soundstage this way. Some labels stresses the single mic approach in a natural hall like a church to recreate the live experience, notably Chesky and Mapleshade.
I agree with the crowd. In my experience with thiels(dynamic drivers) and the correct absorption materials correcting the 1st reflection points (sidewalls, floor, ceiling) behind the speakers with bass absorption in the corners and on the front walls; the thiels disappear in the room. My thiels required considerable setup. My source Cd players also made a huge impact on the staging too. Listing to levinson and wadia equipment of the past put a 2 dimensional sound. With the best theta processor at the time there was a huge 3 dimensional stage.
My electrostat experiences range from maggies, martin logans. In a professionally setup sound room. The speakers disappear and so does all staging and points of reference. It’s like listing to a pair of reference headphones.
Some of the best reference recordings for staging can be had from
Jazz at the pawnshop
Roger Waters-Amused to death
The DIY asylum has tons of diy bass traps acoustic panels. Jon Risch has a website of some very basic acoustic diy projects that work wonders and are inexpensive as well reference books and web-postings from ASC etc…
I have a very hastily-produced recording that clearly illustrates height information. On some cuts the vocalist's microphone is physically set too high, causing his voice to sound like it's coming from down near the floor. On some it's too low, so his voice comes from over six feet up. I was able to confirm the microphone locations by talking with the artist. The speakers I heard this on were full-range electrostats; I couldn't hear the height information on a conventional two-way that I tried. I suspect that a time and phase coherent design (Dunlavy, Green Mountain, Thiel, Meadowlark, and various full-range electrostats) would reproduce the height information better than other designs.