Based on diode laser wavelength modulation spectroscopy technique, a set of real-time and on-line measurement system for trace gases is established with active control parameters. In order to improve the performance of real-time and on-line measurement and the detection precision of the system, after a theoretical simulation of the effects of temperature and pressure on the measurement concentration, we actively control the temperature, pressure and mass flow of gas, and they can keep long-term stability. Moreover, the digitized techniques of wavelet denoising and Kalman filtering are jointly applied to the system. CO2 molecular absorption experimental results show that the signal-to-noise ratio of the absorption spectrum is improved by about 30% with the application of wavelet denoising, and the application of Kalman filter improves the measurement precision of concentration from 2.5×10 -7 to 7×10 -8. The stable time of the system given by Allan variance is about 60 s. The results obtained by measuring the concentration of CO2 in laboratory indicate that the system has good stability and reliability, and it can monitor the concentration change of trace gas very well.