Speech enhancement technology can extract the speech signal in noise environment and enhance the recognition rate. In this paper, we first develop two embedded hearing aid systems with noise reduction, respectively using Kalman filter and Wiener filter techniques. Next, we give a comparative study on the two speech enhancement-based hearing aid systems by testing subjective auditory in noise environment. The comparative result shows that the hearing aid system based on the Kalman filter-based speech enhancement can increase the rate of speech recognition and the hearing comfort of hearing impaired persons in a noisy environment, compared with the hearing aid system based on the Wiener filter-based speech enhancement.