A method of estimating a feedback path of a hearing aid comprising the steps of: - storing, in a memory of the hearing aid, at least one of a measure of the energy of a feedback test signal and an autocorrelation matrix based on a feedback test signal or a characteristic of a feedback suppression filter; - performing an in-situ feedback test by providing the feedback test signal, represented by an output signal vector x(n), using an output transducer of the hearing aid and measuring the resulting input signal using an input transducer of the hearing aid and hereby providing an input signal vector y (n) representing the measured input signal samples; - using an analytical expression to determine a feedback suppression filter vector ĥ based on the output signal vector x (n), the corresponding samples of the input signal vector y (n) and at least one of the measure of the energy of the feedback test signal and the autocorrelation matrix based on the feedback test signal or the characteristic of the feedback suppression filter, wherein the feedback suppression filter vector ĥ comprises the filter coefficients of the feedback suppression filter; - operating the hearing aid with a feedback suppressing system comprising the feedback suppression filter that is at least initially set with the determined filter coefficients; wherein the feedback test signal is a white noise signal; wherein the analytical expression used to determine the feedback suppression filter vector ĥ is given as: h ^ = P − 1 W T W − 1 W T X y T wherein the feedback suppression filter is a warped filter, wherein P is the measure of the feedback test signal energy, wherein y T is the transposed input signal vector, wherein X is an output signal matrix formed by at least one output signal vector, wherein W is a warped filter matrix representing characteristics of a delay line of the warped feedback suppression filter and wherein ( W T W) - 1 is the inverse of an autocorrelation matrix of the warped filter matrix; and CHARACTERISED BY the inverse autocorrelation matrix of the warped filter matrix ( W T W) - 1 is expressed in the form of a KMS matrix and is stored in the memory of the hearing aid. - storing, in a memory of the hearing aid, at least one of a measure of the energy of a feedback test signal and an autocorrelation matrix based on a feedback test signal or a characteristic of a feedback suppression filter; - performing an in-situ feedback test by providing the feedback test signal, represented by an output signal vector x(n), using an output transducer of the hearing aid and measuring the resulting input signal using an input transducer of the hearing aid and hereby providing an input signal vector y (n) representing the measured input signal samples; - using an analytical expression to determine a feedback suppression filter vector ĥ based on the output signal vector x (n), the corresponding samples of the input signal vector y (n) and at least one of the measure of the energy of the feedback test signal and the autocorrelation matrix based on the feedback test signal or the characteristic of the feedback suppression filter, wherein the feedback suppression filter vector ĥ comprises the filter coefficients of the feedback suppression filter; - operating the hearing aid with a feedback suppressing system comprising the feedback suppression filter that is at least initially set with the determined filter coefficients; wherein the feedback test signal is a white noise signal; wherein the analytical expression used to determine the feedback suppression filter vector ĥ is given as: h ^ = P − 1 W T W − 1 W T X y T wherein the feedback suppression filter is a warped filter, wherein P is the measure of the feedback test signal energy, wherein y T is the transposed input signal vector, wherein X is an output signal matrix formed by at least one output signal vector, wherein W is a warped filter matrix representing characteristics of a delay line of the warped feedback suppression filter and wherein ( W T W) - 1 is the inverse of an autocorrelation matrix of the warped filter matrix; and CHARACTERISED BY the inverse autocorrelation matrix of the warped filter matrix ( W T W) - 1 is expressed in the form of a KMS matrix and is stored in the memory of the hearing aid.