The adaptive filtering approach has been widely used for acoustic feedback control in the hearing aids due to its excellent performance. The commonly used adaptive filtering algorithms employ a fixed step-size, which has to compromise between the initial convergence and the steady-state misalignment. Many variable stepsize adaptive algorithms have been proposed to handle this problem. In this paper, we propose a broadband Kalman filter to resolve this problem. The acoustic feedback path is modelled by a first-order Markov model, and the observation equation is constructed using more past data vector. A major issue in the hearing aids is the computational complexity. We thus present a simplified version to reduce the complexity, which bridges between the exact Kalman filter and the affine projection algorithm. The estimation of the process and measurement noise variance is discussed in detail. A two-feedback path model is adopted to improve the algorithm's lack of re-convergence. Simulation results confirm the proposed algorithm clearly outperforms the other variable step-size adaptive filtering approaches.