King Cnut was the brother of Countess Gytha, and the maternal uncle of King Harold. He was the ruler of Denmark before the time of the Battle of Hastings in 1066. This strong familial relationship was the reason Harold, as Hereward the Wake, was considering an alliance with the Danes to attack London. (PROSE: The Real Hereward)
An "amoral Time Lord" altered history by providing King Cnut with technology which allowed him to turn back the tide and gain greater influence over Saxon England than he would have done otherwise. The Eighth Doctor set history back on its correct course. (AUDIO: Invaders from Mars)
Behind the scenes
Historically, Cnut was almost certainly not Gytha's brother, and likely not blood-related to her at all. However, there was a definite attempt to invent a blood relationship between the two. The information in The Real Hereward comes from one of Hereward's men, which is entirely logical. The whole point of the subterfuge was to make the average Saxon believe in some sort of connection between Gytha and Bluetooth, Cnut's grandfather, the founder of the then-modern Danish/English monarchy. That one of Hereward/Harold's men believed it meant that the propaganda effort succeeded.