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Research in robot-assisted gait rehabilitation has seen significant improvements in human-robot interaction, thanks to high performance actuator technologies and dedicated control strategies. In this context we propose a combination of lightweight, intrinsically compliant, high power actuators (pleated pneumatic artificial muscles, PPAMs) with safe and adaptable guidance along a trajectory by means of proxy-based sliding mode control (PSMC). Treadmill walking experiments performed by a healthy subject wearing a powered knee exoskeleton indicate two main challenges: synchronizing the compliant device and the subject, and tuning the control parameters in view of safe guidance. The exoskeleton is able to compliantly guide the test person's knee along various target trajectories, while ensuring a smooth response to large perturbations.