Can I Filter This Split Power Supply?
I would use the ICL7660S instead. A couple of benefits --


The S version switches at 35KHz which is above the audio range.
The S version can switch 12V. If you did a +-12V conversion you 
could do a +-9V linear regulation on the output. This will reduce
the noise. 


You should be able to add a series inductor and another capacitor
on the output. I am assuming you are using ceramic caps (X5R or X7R).

The load regulation of these switched capacitor converters is not that
good under load. I am assuming that your synth only needs currents around 20mA or
so. Check the specs for the voltage and current limit specs.