A method performed by a first hearing device, the first hearing device comprising a first input unit including one or more microphones (112,113) and being configured to generate a first directional input signal (F L), a communication unit configured to receive a second directional input signal (F R) from a second hearing device, an output unit; and a processor coupled to the first input unit, the communication unit and the output unit, the method comprising: determining a first gain value (α; H(k)) and a second gain value (1-α; 1-H(k)); generating an intermediate signal including or based on a combination of the first directional input signal (F L) and the second directional input signal (F R), wherein the first and second directional input signals in the combination are combined based on the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)); and generating an output signal for the output unit based on the intermediate signal; wherein the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) are recurrently estimated in accordance with adaptively seeking to minimize a first cost function C(α, β), wherein the first cost function includes the mean value of: the sum of: the first gain value (α; H(k)) multiplied by a numeric value representation of the first directional signal (F L) and the second gain value (1-α; 1-H(k)) multiplied by a numeric value representation of the second directional signal (F R), the recurrent estimation being subject to the constraint that the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) sums to a predefined time-invariant value, wherein the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) are determined in accordance with an objective of making a proportion of the first directional input signal (F L) and a proportion of the second directional signal (F R) at least substantially equal, and the constraint that the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) sums to a predefined time-invariant value is included in the first cost function. determining a first gain value (α; H(k)) and a second gain value (1-α; 1-H(k)); generating an intermediate signal including or based on a combination of the first directional input signal (F L) and the second directional input signal (F R), wherein the first and second directional input signals in the combination are combined based on the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)); and generating an output signal for the output unit based on the intermediate signal; wherein the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) are recurrently estimated in accordance with adaptively seeking to minimize a first cost function C(α, β), wherein the first cost function includes the mean value of: the sum of: the first gain value (α; H(k)) multiplied by a numeric value representation of the first directional signal (F L) and the second gain value (1-α; 1-H(k)) multiplied by a numeric value representation of the second directional signal (F R), the recurrent estimation being subject to the constraint that the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) sums to a predefined time-invariant value, wherein the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) are determined in accordance with an objective of making a proportion of the first directional input signal (F L) and a proportion of the second directional signal (F R) at least substantially equal, and the constraint that the first gain value (α; H(k)) and the second gain value (1-α; 1-H(k)) sums to a predefined time-invariant value is included in the first cost function.