Material testing is an essential element in the technological development of airplane turbines. The blades are subject to very high stresses, both thermal and mechanical. To assess material suitability, thermo-mechanical test benches are used where a typical thermo-mechanical load is applied to the test rigs. The sensitivity of the fatigue assessment is very high which requires a very high control precision over a large temperature range and a fast adaptation to different setups. This paper discusses two approaches where the first is a self tuning inverse control loop. The second approach is a data based control method where identification routines are used to dynamically compute the approximated system inverse and use this information to automatically tune the control system for saw-tooth profiles. It is shown that a simple two-zone thermal model describes the behavior of the probe and is then used to derive the inverse model and a control strategy. Finally experimental results of a typical test cycle are presented.