If you can plot each of the segments alone, and are only worried about drawing the line, simply use hold on
;
hold on
plot(0:0.1:1, set1)
plot(1:0.1:2, set2) %I took a guess at these x coordinates
plot(2:0.1:3, set3)
You can also combine them as Luis recommended , but in this way you don't need to worry about overlapping areas looking strange or about the order of the sets.
If you want different colors for the lines, use hold all
instead.