Yamaha DTXpress/DTXplorer/DTXtreme

Sure, you can, you just have to choose another midi channel for the second
track.(You must change the channel of your keyboard too in order to record
your new track on the selected channel). For example, put your keyboard on
the first midi channel, select the instrument you want on this channel in
the song menu and then record your track on the track one of the sequencer.
Then select the second midi channel in the song menu, choose the instrument
you want and put your keyboard on the second midi channel(you will keyboard
will send midi notes through the second midi channel)and record your track
on the track 2 of the sequencer(select the track 2 on the rec sreen). The
DTXpress have 16 midi channels so you can use 16 differents instruments on a
song (with the merging track option).
I hope my explanations are clear.