A hearing device is adapted to be arranged on or at least partly implanted in an individual's head and comprises: an input unit providing an input audio signal; a signal processing circuit adapted to process the input audio signal; an output unit adapted to provide an audible signal to the individual; one or more electrodes adapted to detect electric brain potentials of the individual; and a brainwave measurement circuit adapted to determine one or more EEG signals from electric signals received from the one or more electrodes. The hearing device further comprises: a first spectrum analyzer determining first audio spectra; a reconstructor adapted to repeatedly reconstruct second audio spectra; a first correlator to determine coherence between the first and the second audio spectra; and a control unit adapted to alter said processing in dependence on the coherence.