When your phone, tablet, pc and game console all run Windows 10, saying “Hey Cortana” may cause multiple devices to wake up and start listening to you, with unpredictable results.
Microsoft is proposing a solution to this via a new patent application entitled:
DEVICE ARBITRATION FOR LISTENING DEVICES
In their solution devices would communicate with each other before waking up fully, and decide which device should be the one seeing to your needs. For example when you are typing on your PC your phone should probably ignore the wake-up keyword.
A more interesting application would be where one device calls on the capabilities of another e.g. if your PC is listening and you ask to make a phone call, your PC could hand over the request to that device.
All of these of course would be an additional benefit of a tight and integrated ecosystem which Microsoft is working towards.
The patent can be seen here.