In Arthur's world
Ancelyn was a noble and honourable knight: though he initially dismissed Brigadier Winifred Bambera as a "peasant", he accepted her as an equal after she bested him in combat. Though his enemy Mordred accused him of having fled the Battle of Camlann, this may have been a bluff; he was unflinchingly loyal to his king and his king's fight against Mordred and Morgaine.
Ancelyn displayed at least one ability unusual amongst individuals native to the main timeline: he recognised the Seventh Doctor as Merlin, on sight, despite having never met that particular incarnation of the Doctor. He also knew of the Doctor's ability to regenerate and of the TARDIS' dimensionally transcendent interior. (TV: Battlefield)
In the Doctor's universe
Ancelyn came to our universe seeking Excalibur. Mordred also came and they fought. Ancelyn was thrown through a roof in an explosion. He was greeted by the Doctor (Merlin in his universe), Ace and Shou Yuing. Mordred arrived and threatened their lives. The Doctor was able to scare them away. Ancelyn and Brigadier Winifred Bambera then began fighting and insulting one another. The pair came to fall in love, (TV: Battlefield) and later married. (PROSE: Excalibur of Mars)
Later in their lives, Merlin sent Excalibur to Ancelyn in order for him to use it to stop Phobos and Deimos from drifting away from Mars. Ancelyn broke his foot in a football match and told Bambera to go in his place. (PROSE: Excalibur of Mars)
Behind the scenes
Ancelyn was not part of Arthurian lore and was invented for this serial. His name, which translates to Ancelyn, son of Gawain, suggests that he is of Welsh extraction and that his father was the legendary Sir Gawain, Arthur's nephew and one of his most trusted knights.