The roster of guest conductors at the Chicago Symphony Orchestra has gone through shifts in recent years, with Esa-Pekka Salonen, the emeritus music director of the Los Angeles Philharmonic, emerging as a regular presence of the Riccardo Muti era.

This has been a longtime goal of outgoing CSO Association president Deborah F. Rutter, whose connection with Salonen goes back to Los Angeles in the early 1980s. The partnership has now become what might be called a win-win-win-win: The orchestra connects strongly with this provocative but thoughtful leader. Salonen gets a regular role with a great orchestra. Muti knows that 20th century repertoire is in excellent hands. And audiences get penetrating performances and edge-of-the-seat excitement.

So it was Thursday night with the first program of Salonen’s two-week visit, which included a curtain-raiser by composer-in-residence Anna Clyne; Bartok’s thrilling CSO eight-decade staple, the Suite from the 1920s’ “The Miraculous Mandarin”; and a rarity, “Four Legends from the ‘Kalevala,’ ” Op. 22 by the Finn Jean Sibelius, from the 1890s.

Salonen is a composer of note (his 2011 orchestral work “Nyx” is on next week’s schedule) and brings the insights of someone who sees music from the inside. When he is most on as a conductor, he also brings both energy and empathy to his contact with the players. He gave Clyne’s 2005 “<>,” in its Chicago premiere, as good a performance as could be imagined. A carefully crafted, if repetitious, seven-minute build-up led by the strings comes to a somewhat gimmicky crash of a close as “the tape” of the piece is joined by an actual tape recording. Written for dance performance and revised since then for concerts, the piece demonstrates the difficulty of finding inspiration in electronics for original live acoustic work. The audience gave the warm-hearted young composer a cheering ovation.

One would think that Pierre Boulez’s advocacy of playing Bartok’s eerie ballet score or “pantomime” complete would have picked up more followers than it has — it means only about 10 more minutes of music on top of the truncated 21-minute suite. Perhaps even Salonen prefers that the piece go out with a mid-work bang, given the tremendous technical difficulty and almost non-stop bowing of the full program. But so excellent was this offering of “A Hungarian in Paris” meets “Slaughter on Tenth Avenue” that one yearned for the full masterwork.

An expert in his countryman’s music, Salonen has carefully avoided making Sibelius a central part of his conducting repertoire. Perhaps the key to perfection is a carefully parceled-out attention combined with a natural Sibelius orchestra that is otherwise too starved from playing this haunting, swirling music. There is no finer English horn player anywhere than the CSO’s Scott Hostetler. His solo evocation of the swan on the black waters surrounding the Finnish Hades simultaneously broke the heart and lifted the spirits.

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