A method performed by a first hearing device , the first hearing device comprising a first input unit including one or more microphones 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 (V) 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 (Z) for the output unit based on the intermediate signal (V); 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 (V) 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 (Z) for the output unit based on the intermediate signal (V); 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. <EOS>