Gestalt is a psychology term which means "unified whole". It refers to theories of visual perception developed by German psychologists in the 1920s.
There are several Gestalt principles and one is the principle of closure. In addition all the Gestalt principles apply to hearing just as well as they do to vision. Closure basically means that when there is something unfinished in what we can see or what we are hearing or experiencing our brain has the ability to automatically fills in gaps in the stimulus. It creates closure.