Let X t be an n-dimensional diffusion process and S(t) be a set-valued function. Suppose X t is invisible when it is hidden by S(t), but we can see the process exactly otherwise. In this paper, we derive the optimal estimator E[f(X 1) | X s 1 X s∉S(s), 0 ≤ s ≤ 1] for a bounded Borel function f. We illustrate some computations for Gauss-Markov processes.