Double albums such as Pink Floyd's “The Wall,” Bob Dylan's “Blonde on Blonde” and the Beatles' “White Album,” have maintained a spirit of ambition in pop music. Whether that ambition is a byproduct of professional indulgence or an effort in genuine artistic continuity is difficult to tell, but there's something to be said about a musical artist that can successfully pull one off. A different kind of monster altogether is Chicago, whose first three albums were all double albums. Combining arena-wailing pop rock with the likes of horn-based jazz and R&B, the band has maintained a long-lasting anomaly status, still confusing fundamentalist rock critics and receiving nothing but praise from die-hard fans. One of the best-selling U.S. groups of all time, Chicago is scheduled to perform at the Innsbrook Pavilion on Friday, May 28, at 6:30 p.m. $21-$41. 794-6700.