A hearing aid comprises a resulting beam former (Y) for providing a resulting beamformed signal YBF based on first and second electric input signals IN1 and IN2, first and second sets of complex frequency dependent weighting parameters W11(k), W12(k) and W21(k), W22(k), and a resulting complex, frequency dependent adaptation parameter β(k). β(k) may be determined as / +c), where * denotes the complex conjugation and · denotes the statistical expectation operator, and c is a constant, and wherein said adaptive beam former filtering unit (BFU) comprises a smoothing unit for implementing said statistical expectation operator by smoothing the complex expression C2*·C1 and the real expression |C2>2 over time. Alternatively, β(k) may be determined from the following expression β = w C ⁢ ⁢ 1 H ⁢ C v ⁢ w C ⁢ ⁢ 2 w C ⁢ ⁢ 2 H ⁢ C v ⁢ w C ⁢ ⁢ 2 , where wC1 and wC2 are the beamformer weights representing the first (C1) and the second (C2) beamformers, respectively, Cv is a noise covariance matrix, and H denotes Hermitian transposition. Corresponding methods of operating a hearing aid, and a hearing aid utilizing smoothing β(k) based on adaptive covariance smoothing are disclosed.