I watched the Historical Drama Series called Vikings and Queen Aslaug claimed to have been the daughter of the Brunhilde and Sigurd from the Norse Mythology, did the real Aslaug actually claimed the same thing?
How we can define 'real' Áslaug is certainly problematic, but at least she is not entirely the modern invention by the modern writer.
Áslaug first appeared in the saga of Ragnarr, supposedly written in the middle and late 13h century. Her function in medieval narratives was to connect several heroes in Old Norse literature by (fictive) dynastic or marriage relationship. Thus, her claim as a daughter of Sigurðr and Brynhildr dates back to the Middle Ages, and it was her primary significance in the literature.
On the other hand, she belonged to the world of folklore rather than the history. While some Scandinavian medieval and early modern ballads feature Áslaug and her story of growing up as a herdwoman and meeting with (the men of) Ragnarr, we cannot identify the exact historical model of her.
References:
Pulsiano, Phillip (ed.), Medieval Scandinavia: An Encyclopedia, New York: Garland, 1993, s.v. Ragnarr saga loðbrókar (by Rory McTurk).