I'm renting this old house and each time I put the Heat on (Gas Furnace). It starts the knocking/banging noise from the vents. Like TAK TAK TAK. When I shut the heater off
It goes away. Some times it bangs for few minutes and then it restart. Cannot sleep. Please advise how to get rid of it. Landlord is willing to pay the bill as long as I can suggest a solution.

Expanding metal ductwork, maybe? Heat exchanger problems, maybe? Is it a very old house?

It is caused by contraction and expansion of the ducts. Maybe you could put something in the center of the vent to keep its shape while either cold or hot (aluminum rod, tight vertical wire... etc) also check your heat exchanger to make sure it is not cracked.