“Hey, Siri” is the feature that iOS devices use to have Siri respond when you speak, as long as your device is plugged in. When you turn on “Hey, Siri” on iOS 9, you’re asked to speak a few times to train Siri to recognize your voice.
Go to the Settings > General > Siri, and toggle Allow “Hey Siri.” You’ll be guided through the process.
Siri will now be better armed to recognize your voice. If you turn off “Hey Siri,” and turn it on later, you’ll have to go through the training again.