"It's the best thing that's happened in my career and I'm ready to do everything in my power to get into the team," Knudsen told BBC Essex.
"It's a different type of football. It's much tougher here, everything goes quicker and you have to use your head."
Having trialled with Colchester in November, Knudsen said he already felt comfortable in his new surroundings.
"The players have been remarkable to me and are taking really good care of me and so has the manager," he said.
Source: BBC Sport