Animals successfully perform many behavioral tasks within the framework of a closed-loop sensorimotor control system during their daily lives. To achieve this, animals receive sensory signals from their environment through various sensory receptors and process these signals in their central nervous systems (CNS). Then, using this sensory feedback, animals produce necessary motor signals and transmit them to their muscles to perform the desired behavior. During this process, animals integrate sensory information perceived by different sensory receptors and they simultaneously stimulate multiple muscle combinations. The goal of this study is to identify the closed-loop sensorimotor control processes of animals during their unconstrained behaviors. To achieve this, we built a novel experimental setup that allows data-driven system identification of the target tracking behavior of zebrafish during rheotaxis. In that, a stimulus target oscillating in the frequency range of 0-2 Hz was presented to the zebrafish. Then, frequency response of the target tracking performance for N=5 fish were estimated.