installation
Consider ubuntu xrdp error problem connecting 5910 solution:
tightvncserver MUST be installed before xrdp!!!

sudo apt-get install xubuntu-desktop
sudo apt-get install tightvncserver
sudo apt-get install xrdp
sudo usermod -aG xrdp adr

configure XRDP (option 1)
cat ~/.xsession
echo 'xfce4-session' > ~/.xsession (when having XFCE or xubuntu desktop)
or
echo 'mate-session' > ~/.xsession (when having MATE desktop)
or
echo 'startlxde' > ~/.xsession (when having LXDE or lubuntu desktop)
or use 'lxsession -s Lubuntu -e LXDE' or 'lxsession -s Lubuntu-Netbook -e LXDE' instead of 'startlxde'

configure XRDP (option 2)
In /etc/xrdp/startwm.sh replace the line ". /etc/X11/Xsession":
sudo sed -i s/"^\. \/etc\/X11\/Xsession"/"#\. \/etc\/X11\/Xsession\nstartxfce4"/ /etc/xrdp/startwm.sh
or
sudo sed -i s/"^\. \/etc\/X11\/Xsession"/"#\. \/etc\/X11\/Xsession\nmate-session"/ /etc/xrdp/startwm.sh
or
sudo sed -i s/"^\. \/etc\/X11\/Xsession"/"#\. \/etc\/X11\/Xsession\nstartlxde"/ /etc/xrdp/startwm.sh
or use 'lxsession -s Lubuntu -e LXDE' or 'lxsession -s Lubuntu-Netbook -e LXDE' instead of 'startlxde'

configure XRDP for PATH and .profile problem
Change in /etc/xrdp/startwm.sh:
#!/bin/sh
# see http://askubuntu.com/questions/92333/ubuntu-haves-a-different-path-when-access-via-xrdp-session
. /etc/environment
. ~/.profile
...

start xrdp
sudo systemctl restart xrdp
See the log file:
tail -f /var/log/xrdp-sesman.log

login from windows
When logging with windows RDC first you'll get an error message. Press ok in the error's message window then you'll be asked (using a linux-style window) for the user and password. Fill the required fields (the ones already filled in RDC) then press ok and that's it.

See also
gnome-fallback-way: http://c-nergy.be/blog/?p=3518
inspired by: http://www.tweaking4all.com/software/linux-software/use-xrdp-remote-access-ubuntu-14-04/