Note:
Some Instruments like Harp, Psaltery, Dulcimer or Kanun have originally a long decaying sound. 
To reproduce that You have different options: 
For live performances it is best to use the damper pedal (CC#64)
In a Sequencing or recording session You could also just use very long notes. this approach lets You have full control over the decay of every single note very much like with a real instrument.