Some people say that if you visualize something very clearly for a long enough time, it'll eventually materialize. I don't know if it's true but we can certainly use some visualization technique to enhance our playing and performing skills.
To make progress, you need to have a good idea of where you want to go and work to make it happen. "Create" a performance in your head by visualizing yourself playing a great concert. Picture yourself looking strong and confident and hear yourself sounding great. By bringing these images and sounds in your head over and over again, you are in fact rehearsing them.
Once you have a clear idea of want you want to do, pick up your instrument and try to copy that. It won't always work immediately but you'll get there eventually.
Before you visualize your performance, do some relaxation exercises (the rhythmical breathing for example) to bring yourself in a calm and peaceful state of mind. You will then associate the images and sounds in your head with a good and positive feeling so you are not only rehearsing the music in your head but also a state of mind that you can bring with you on stage.
Visualization techniques are like anything else; they take time and practice to master but if you do it daily, it'll have a great impact on your playing, general mood and confidence level over time.
I am associate principal horn of the Singapore Symphony Orchestra and the author of the progressive methods. I'm happy to share my experience as a horn player and teacher with you.