I found it! After much digging, I found what I was looking for: reference to Canute’s palace in London. Not only did I find the location, but I stumbled across a juicy tidbit that would fit perfectly into my story. That’s certainly the advantage of writing historic fiction: a legend is usually more interesting than a dry fact, so why not incorporate it?
It turns out that Alfred’s re-constructed London comprised a very small section on the Thames, from Billingsgate Quay (just downriver from London Bridge), up to the current Blackfriar’s bridge. There was an old palace between St. Pauls cathedral and the Thames, apparently up against the Roman wall. Here it is thought that the late Anglo-Saxon kings lived and did their government business. The location of the palace is the same as the old Baynard’s Castle, which was built on its foundation by a Norman knight.
According to The Gentleman’s magazine, Volume 139, this is the spot where Canute killed the traitor Eadric and had his body thrown out the window of the palace and into the Thames. Wow! What a scene that must have been!