I still have my Yamaha CS-01 mono analog synth, and it has the breath-controller feature. Very expressive on nearly every sound. It has two rotary dials to adjust how it affects the sound.
I run it through the Tyros4's Mic input.
Ian
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Yamaha Tyros4, Yamaha MS-60S Powered Monitors(2), Yamaha CS-01, Yamaha TQ-5, Yamaha PSR-S775.