A method of operating a hearing aid system comprising the steps of: - analyzing an input signal in order to provide a frequency dependent target gain that is adapted to at least one of suppressing noise, enhancing a target sound, customizing the sound to a user preference and alleviating a hearing deficit of an individual wearing the hearing aid system; - determining the real cepstrum of the frequency dependent target gain; - using the real cepstrum of the frequency dependent target gain to provide a desired minimum phase filter impulse response; - updating a digital filter, configured to provide the frequency dependent target gain, to provide the desired minimum phase filter impulse response, wherein at least one of the steps of: - determining the real cepstrum of the frequency dependent target gain, and - using the real cepstrum of the frequency dependent target gain to provide a desired minimum phase filter impulse response, is carried out by applying at least one of a discrete cosine transformation of type I and a discrete sine transformation of type I, and wherein the step of using the real cepstrum of the frequency dependent target gain to provide a desired minimum phase filter impulse response comprises the further steps of: - applying a window function to the real cepstrum of the frequency dependent target gain in order to provide a complex cepstrum representing the desired minimum phase filter impulse response; - applying a Fourier transformation to the provided complex cepstrum and hereby providing a logarithmic filter transfer function that is minimum phase; - determining a filter transfer function that is minimum phase by applying an exponential function to the provided logarithmic filter transfer function; - applying an inverse Fourier transformation to the filter transfer function that is minimum phase and hereby providing the desired minimum phase filter impulse response; - using the desired minimum phase filter impulse response to derive filter coefficients that will make the digital filter minimum phase and provide the desired frequency dependent target gain. - analyzing an input signal in order to provide a frequency dependent target gain that is adapted to at least one of suppressing noise, enhancing a target sound, customizing the sound to a user preference and alleviating a hearing deficit of an individual wearing the hearing aid system; - determining the real cepstrum of the frequency dependent target gain; - using the real cepstrum of the frequency dependent target gain to provide a desired minimum phase filter impulse response; - updating a digital filter, configured to provide the frequency dependent target gain, to provide the desired minimum phase filter impulse response, - determining the real cepstrum of the frequency dependent target gain, and - using the real cepstrum of the frequency dependent target gain to provide a desired minimum phase filter impulse response, - applying a window function to the real cepstrum of the frequency dependent target gain in order to provide a complex cepstrum representing the desired minimum phase filter impulse response; - applying a Fourier transformation to the provided complex cepstrum and hereby providing a logarithmic filter transfer function that is minimum phase; - determining a filter transfer function that is minimum phase by applying an exponential function to the provided logarithmic filter transfer function; - applying an inverse Fourier transformation to the filter transfer function that is minimum phase and hereby providing the desired minimum phase filter impulse response; - using the desired minimum phase filter impulse response to derive filter coefficients that will make the digital filter minimum phase and provide the desired frequency dependent target gain.