The superior maneuverability of insect flight is enabled by rapid and significant changes in aerodynamic forces, a result of subtle and precise change of wing kinematics. The high sensitivity of aerodynamic force to wing kinematic change demands precise and instantaneous feedback control of the wing motion trajectory, especially in the presence of various parameter uncertainties and environmental disturbances. Current work on flapping wing robots was limited to open-loop averaged wing kinematics control. Here we present instantaneous closed-loop wing trajectory tracking of a DC motor direct driven wing-thorax system under resonant flapping. A dynamic model with parameter uncertainties and disturbances was developed and validated through system identification. For wing trajectory generation, we designed a Hopf oscillator based central pattern generator with smooth convergence. Using the linearized model while treating the nonlinearity as disturbance, we designed a proportional-integral-derivative (PID) controller and a linear quadratic regulator (LQR) for instantaneous wing trajectory tracking at 24 Hz; Using the original nonlinear model, we designed a nonlinear controller to achieve robust performance at over 30 Hz. The control algorithms were implemented and compared experimentally on a 7.5 g Flapping Wing Micro Air Vehicle (MAV). The experiments showed that the PID and nonlinear controls resulted in precise trajectory tracking; while LQR controller tracked with less precision but with smaller input effort. In addition, the nonlinear control algorithm achieved better tracking of wing trajectories with varying amplitude, bias, frequency, and split-cycles while adapting to the variations on wing morphological parameters such as wing geometry and stiffness. Furthermore, the lift force measurements of the nonlinear control results were compared with those of open-loop average wing kinematics control commonly adopted in current designs.