A hearing aid system comprising a) a first input transducer for converting an acoustical signal to a first electrical input signal comprising a direct part and an acoustical feedback part, b) an output transducer for generating an acoustical signal from an electrical output signal, c) an electrical signal path being defined between the input transducer and the output transducer and comprising a signal processing unit including an amplifier part for enabling frequency dependent gain of an input signal, the amplifier part defining an input side of the signal path between the input transducer and the amplifier part and an output side of the signal path between the amplifier part and the output transducer, d) an electrical feedback cancellation path between the output side and the input side of the signal path for compensating acoustic feedback between the output transducer and the input transducer by subtracting an estimate of the acoustical feedback from a signal on the input side of the amplifier part, the electrical feedback cancellation path comprising an adaptive filter for providing a variable filtering function, and e) a probe signal generator for generating a probe signal for use in characterizing the acoustical feedback path, the probe signal being fed to the adaptive filter of the electrical feedback cancellation path, the hearing aid system further comprising a second input transducer for converting an acoustical signal to a second electrical input signal, the second input transducer being located at a position where the acoustical signal is substantially free from acoustic feedback from said output transducer, said second electrical input signal essentially consisting of the direct part of said first electrical input signal, when the hearing aid system is in use, and the adaptive filter of the feedback cancellation path is adapted to use a signal derived from the second electrical input signal to influence, preferably enhance, its filtering function. a) a first input transducer for converting an acoustical signal to a first electrical input signal comprising a direct part and an acoustical feedback part, b) an output transducer for generating an acoustical signal from an electrical output signal, c) an electrical signal path being defined between the input transducer and the output transducer and comprising a signal processing unit including an amplifier part for enabling frequency dependent gain of an input signal, the amplifier part defining an input side of the signal path between the input transducer and the amplifier part and an output side of the signal path between the amplifier part and the output transducer, d) an electrical feedback cancellation path between the output side and the input side of the signal path for compensating acoustic feedback between the output transducer and the input transducer by subtracting an estimate of the acoustical feedback from a signal on the input side of the amplifier part, the electrical feedback cancellation path comprising an adaptive filter for providing a variable filtering function, and e) a probe signal generator for generating a probe signal for use in characterizing the acoustical feedback path, the probe signal being fed to the adaptive filter of the electrical feedback cancellation path,