A hearing assistance system comprising a hearing assistance device configured to be worn by a user and an auxiliary device; • the hearing assistance device comprising HD-a) a multitude M of input units IU i, i=1,..., M, one of which being a reference input unit, each of the multitude of input units being adapted to provide a time-frequency representation S i (k,m) of a signal s i (n) at an i th input unit in a number of frequency bands and a number of time instances, k being a frequency band index, m being a time index, n representing time, and M being larger than or equal to two; and HD-b) a multi-input unit noise reduction system comprising a multi-channel beamformer filtering unit (Beamformer) operationally coupled to said multitude of input units IU i, i=1,..., M, and configured to determine beamformer weights w(k,m) for providing a beamformed signal Y(k,m), wherein signal components from other directions than a direction of a target signal source are attenuated, whereas signal components from the direction of the target signal source are left un-attenuated or are attenuated less than signal components from said other directions; • the hearing assistance system comprising a user interface (Ul) for activating a calibration mode in the auxiliary device and in the hearing assistance device; • the auxiliary device comprising AD-a) an output transducer (AD-SPK) for converting an electric signal representative of a sound to an acoustic sound signal; AD-b) a control unit (CONT) for forwarding an electric calibration signal (CalS) to the output transducer (AD-SPK) when said calibration mode is activated; wherein the hearing assistance device, during said calibration mode, is configured to • provide said time-frequency representation S i (k,m) of the calibration sound signal s i (n) received at said i th input unit, i=1, 2,..., M, and to • provide an estimated look vector d̂ ( k, m) for a target signal originating from a target signal source located at a specific location relative to the user solely based on the signals s i (n), which define the electric calibration signals as received at the input units IU i, the calibration signal being converted by the output transducer (AD-SPK) of the auxiliary device to an acoustic calibration sound signal (TstSO) received at said input units, wherein said specific location relative to the user is the location of said output transducer (AD-SPK) of the auxiliary device, and wherein the estimated look vector d̂ ( k, m) is an M-dimensional vector comprising elements d i (i=1, 2,..., M), the i th element di(k,m) defining a relative acoustic transfer function from the i th input unit (IU i) to said reference input unit, and to • determine optimal beamformer weights for use in determining said beamformed signal Y(k,m) based on said estimated look vector d̂ ( k,m). • the hearing assistance device comprising HD-a) a multitude M of input units IU i, i=1,..., M, one of which being a reference input unit, each of the multitude of input units being adapted to provide a time-frequency representation S i (k,m) of a signal s i (n) at an i th input unit in a number of frequency bands and a number of time instances, k being a frequency band index, m being a time index, n representing time, and M being larger than or equal to two; and HD-b) a multi-input unit noise reduction system comprising a multi-channel beamformer filtering unit (Beamformer) operationally coupled to said multitude of input units IU i, i=1,..., M, and configured to determine beamformer weights w(k,m) for providing a beamformed signal Y(k,m), wherein signal components from other directions than a direction of a target signal source are attenuated, whereas signal components from the direction of the target signal source are left un-attenuated or are attenuated less than signal components from said other directions; • the hearing assistance system comprising a user interface (Ul) for activating a calibration mode in the auxiliary device and in the hearing assistance device; • the auxiliary device comprising AD-a) an output transducer (AD-SPK) for converting an electric signal representative of a sound to an acoustic sound signal; AD-b) a control unit (CONT) for forwarding an electric calibration signal (CalS) to the output transducer (AD-SPK) when said calibration mode is activated; wherein the hearing assistance device, during said calibration mode, is configured to • provide said time-frequency representation S i (k,m) of the calibration sound signal s i (n) received at said i th input unit, i=1, 2,..., M, and to • provide an estimated look vector d̂ ( k, m) for a target signal originating from a target signal source located at a specific location relative to the user solely based on the signals s i (n), which define the electric calibration signals as received at the input units IU i, the calibration signal being converted by the output transducer (AD-SPK) of the auxiliary device to an acoustic calibration sound signal (TstSO) received at said input units, wherein said specific location relative to the user is the location of said output transducer (AD-SPK) of the auxiliary device, and wherein the estimated look vector d̂ ( k, m) is an M-dimensional vector comprising elements d i (i=1, 2,..., M), the i th element di(k,m) defining a relative acoustic transfer function from the i th input unit (IU i) to said reference input unit, and to • determine optimal beamformer weights for use in determining said beamformed signal Y(k,m) based on said estimated look vector d̂ ( k,m).