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The history of European classical music can be divided into broad periods based on common characteristics: Medieval, Renaissance, Baroque, Classical (or Classic), Romantic, and Modern. We often focus on what is known as the common practice period, which includes middle Baroque through the Romantic era.
The Baroque period (roughly 1600-1750) marked a change from one prevailing texture known as polyphony (multiple melodies) to a different texture known as homophony (one main melody with accompaniment, what became typical of modern music). Another characteristic is the use of different instruments versus an older preference for ensembles made of similar sounding instruments. The music of this time period focused on the performer over the composer. Johann Sebastian Bach and George Frideric Handel were famous composers of this time period.
The Classical (or Classic) period (roughly 1730s-1800/1815) was heavily influenced by the Enlightenment, which was a period of time that valued rational, scientific thinking and nature above religion. The musical preference changed towards works that were considered natural, with vocally inspired melodies that had short phrases and little accompaniment, as opposed to musical works considered artificial with more complicated writing. This style was called galant by those alive at the time. This period is exemplified by Franz Joseph Haydn and Wolfgang Amadeus Mozart.
The Baroque and Classical periods helped establish most of the common ideas that make up what we think of as classical music as well as many of the common ideas we have about music in general. Public concerts, the concept of music as able to create emotions in the listener, music as a theatrical and dramatic experience, instrumental music as equal to singing, and even the concept of a diva were all developed during the period between 1600 and the early 1800s.
The Romantic period begins in the 19th century, where music for home and public performance became dominant over music composed for religious reasons, and emotional expressiveness became prominent. Many of the orchestral instruments we are familiar with today, including the saxophone and tuba, were developed or improved around this time period. Ludwig van Beethoven, Franz Peter Schubert, Frédéric Chopin, and Robert Schumann were famous composers of this time period.
Opera became important beginning in the 1600s and has continued to have a major effect on our idea of music in general. Operas began as a way to bring back Greek tragedy combined with modern (at the time) ideas of music and drama. This is a good example of how music continues to combine tradition and innovation. Opera as a genre/style also became the basis for 20th century and 21st century musicals like The Sound of Music, Wicked, and Phantom of the Opera. Gioachino Rossini and Richard Wagner were famous opera composers.
Burkholder, J. Peter, et al. A History of Western Music: Eighth Edition. New York, W.W. Norton & Company, 2010.