A hearing aid system includes an input transducer, an output transducer, and an electrical signal path between them. The signal path includes a signal processing unit. An electrical feedback cancellation path is formed between the output side and the input side of the signal path and subtracts an estimate of acoustical feedback from a signal on the input side of the amplifier part, the electrical feedback cancellation path including an adaptive filter for providing a variable filtering function. A probe signal generator generates a probe signal characterizing an acoustical feedback path, the probe signal being fed to the adaptive filter of the electrical feedback cancellation path. A second input transducer is located at a position where the acoustical signal is substantially free from acoustic feedback from the output transducer, and the adaptive filter uses a signal derived from the second electrical input signal to influence its filtering function.