A hearing aid includes a feedback control system for handling external feedback from an output transducer to an input transducer. The feedback control system includes an open loop gain estimator for providing an instant open loop gain estimate; an adaptive filter configured to provide a current estimate of the feedback path transfer function; a feedback change estimator configured to provide an instant estimate of the feedback path transfer function in dependence of the forward path transfer function, the instant open loop gain estimate; and an adaptive filter controller for providing an update transfer function estimate for the adaptive filter in dependence of the instant estimate of the feedback path transfer function. The hearing aid is configured to use the update transfer function estimate in the adaptive filter to update the current estimate of the feedback path transfer function. A method of detecting a sudden change in a feedback/echo path is further disclosed.