For simplicity and compactness, I chose to control everything from the SD40 so I can use a very slim keyboard controller. I haven't investigated the SD40's midi implementation with controllers. AJ can help us on that.
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Jim

Ketron SD90, Ketron Midjay Pro, Korg Pa1000,TC Helicon Play Electric, Fender Sonoran Guitar, vArranger, Bose L1 Compact, Roland KC-110, Aiwa Exos-9