[proofplan]
The construction is inductive. At each step $n$, we subtract from $v_n$ its orthogonal projection onto $\operatorname{span}\{e_1, \ldots, e_{n-1}\}$ and normalise. Orthonormality is verified directly, span preservation follows because each $e_n$ is a linear combination of $v_1, \ldots, v_n$ and vice versa, and non-degeneracy of the intermediate vector follows from linear independence.
[/proofplan]
[step:Handle the base case $n = 1$]
Since $v_1 \ne 0$ (linear independence), set $e_1 = v_1 / \|v_1\|_H$.
Then $\|e_1\|_H = 1$ and $\operatorname{span}\{e_1\} = \operatorname{span}\{v_1\}$.
[/step]
[step:Perform the inductive step: subtract the projection and normalise]
Suppose $e_1, \ldots, e_{n-1}$ are orthonormal with $\operatorname{span}\{e_1, \ldots, e_j\} = \operatorname{span}\{v_1, \ldots, v_j\}$ for $j \leq n-1$.
Define
\begin{align*}
\tilde{e}_n := v_n - \sum_{k=1}^{n-1} (v_n, e_k)_H\, e_k.
\end{align*}
[claim:Non-Degeneracy]
$\tilde{e}_n \ne 0$.
[/claim]
[proof]
If $\tilde{e}_n = 0$, then $v_n \in \operatorname{span}\{e_1, \ldots, e_{n-1}\} = \operatorname{span}\{v_1, \ldots, v_{n-1}\}$, contradicting linear independence.
[/proof]
Set $e_n = \tilde{e}_n / \|\tilde{e}_n\|_H$.
[/step]
[step:Verify orthonormality and span preservation]
[claim:Orthonormality]
$(e_n, e_j)_H = 0$ for $j \leq n-1$ and $\|e_n\|_H = 1$.
[/claim]
[proof]
For $j \leq n - 1$:
\begin{align*}
(\tilde{e}_n, e_j)_H = (v_n, e_j)_H - \sum_{k=1}^{n-1} (v_n, e_k)_H\, (e_k, e_j)_H = (v_n, e_j)_H - (v_n, e_j)_H = 0,
\end{align*}
using $(e_k, e_j)_H = \delta_{kj}$.
[/proof]
[claim:Span Preservation]
$\operatorname{span}\{e_1, \ldots, e_n\} = \operatorname{span}\{v_1, \ldots, v_n\}$.
[/claim]
[proof]
By construction, $e_n$ is a linear combination of $v_n$ and $e_1, \ldots, e_{n-1}$ (hence of $v_1, \ldots, v_n$).
Conversely, $v_n = \|\tilde{e}_n\|_H e_n + \sum_{k=1}^{n-1} (v_n, e_k)_H e_k \in \operatorname{span}\{e_1, \ldots, e_n\}$.
[/proof]
[/step]
[step:Extend to the infinite case]
When $\{v_k\}_{k=1}^\infty$ is countably infinite, the induction produces $\{e_k\}_{k=1}^\infty$ with the stated properties for every $n$.
Taking closures: $\overline{\operatorname{span}\{e_k\}} = \overline{\operatorname{span}\{v_k\}}$.
[/step]