Looks like this is him.... entry into the USA at Idaho in 1939 (in transit to BC).
Says he was born in Sudbury, Ontario in 1919. (But he says he is 25 years old...so that would make his birth year 1914). He is printer. Last permanent residence is Banff Alberta. Father is Frank L (I think that is an L). He lived in New York City for 2 years when he was a child.
A possible,
Going with father Frank L., there is a death of Frank L. Peterson in Banff in 1943.
There is an online tree, Frank Louie Peterson, aka Lars Persson Frank, with an obit for him...survived by wife Agnes, two daughters Mrs. J. Newfield, Vancouver, Miss Beverly Joan Peterson, Banff, and three sons Frank, Banff, Albert of Tilley and LAC Robert Peterson, RCAF Belleville, Ontario.
Also noted on that tree, on death of his sister Esther Edna in 1953 (Mrs. Newfield) Robert was living in Edmonton.
Added: Find a Grave for Esther with obit.
https://www.findagrave.com/memorial/500873381911 Census Algoma, (next door to Sudbury, where Robert said he was born)
Peterson, Frank, age 29, b. Sweden
Svenson, Alma, age 29, b. Norway
Peterson, Edna, 10, b. Ontario
Peterson, Frank, 1, b. Ontario
http://automatedgenealogy.com/census11/SplitView.jsp?id=77028Wife Alma Josephine Peterson b. 1881 Norway, d. 1928 Banff.
https://www.findagrave.com/memorial/50087432Frank L. remarries in 1929 in Banff to Agnes H. Goodman (Mrs. A.H. Peterson)
DB
Will try to contact tree owner.