The "Law of Continuity", one of the "Gestalt rules" thought to govern perception, stipulates that our mind will tend to interpolate or extrapolate perceptual "objects" if the edges of the objects are obscured. A visual example is shown in in the graphic here. The red line, however, is obviously broken in two as you can see the gap. However, most people would see the blue line as continuous, assuming that it continues behind the green boxes.
The audio example below illustrates a similar effect in hearing. Short pure tone "beeps" occur repeatedly at short, regular intervals. These beeps continue unaltered throughout the sound example, but as the beeping continues, a pulsed noise slowly grows and then fades in amplitude. The noise pulses have been arranged so that they fall in the gaps between the beeps. A few seconds into the sound example, the noise will have become loud enough to cover up ("mask") the gaps in the beeps, so that the beeps are heard as a continuous tone.
(If you want to download the mp3 of the demo, right-click this link and choose "save as").