Look, this is quite simple.

Take a simple note with no harmonics. It's a sine wave.

Add harmonics and subharmonics. Several sine waves. But it sounds like the same note.

Put a band pass filter on it. Now you hear mainly the waves within the range of the filter.

Now move every wave up one tone, but add a little of the next harmonic down.

You hear the pitch rise one tone.

Keep doing it.

The perceived tone keeps rising step by step.

But because of that band pass filter, and the new subharmonics that keep coming in, you always hear the note as being within the same octave, but you never hear when it goes down in stead of up.