Install RDP on Ubuntu 18.04

sudo apt-get install xrdp xorgxrdp xrdp-pulseaudio-installer

Then restart the computer.

Should be able to connect to the RDP server using a Microsoft Remote Desktop Client now.

Note: RDP is not secure.  RDP will need a SSH tunnel if you want a secure environment.

Open a SSH Tunnel to the RDP Server
ssh -L [local port]:[target server address from ssh server]:[target server port] [remote username]@[remote ssh server]
In my case the XRDP server is the same as the SSH server which is
ssh -L [local port]:[xrdp hostname]:[xrdp port] [remote username]@[remote ssh server]
ssh -L 3389:localhost:3389 user@rdpserver

In your RDP client connect to localhost.  Since we are using the default port of 3389 it should not need to be specified.

http://colhountech-linux.northeurope.cloudapp.azure.com/how-to-_securely_-access-linux-ubuntu-over-rdp/
https://www.howtogeek.com/168145/how-to-use-ssh-tunneling/
https://blog.shichao.io/2015/01/06/tunneling_rdp_over_ssh_with_xrdp_and_xfreerdp.html

Bug
Source: http://catch22cats.blogspot.com/2018/05/xrdp-creates-strange-directory-called.html
You may notice a thinclient_drive in your directory.  This seems to be a bug in xrdp code which attempts to share drives, clipboard and other things. It is creating this directory and not mounting it correctly. Here is how to get rid of it.
edit /etc/xrdp/xrdp.ini
Update the allow_channels setting to say allow_channels=false
After saving the change, remove the spurious thinclient_drives directory. If the system will not allow you to remove it, first unmount it with
sudo umount $HOME/thinclient_drives

You will not be able to use shared drives, clipboard, and so on, but those do not seem to be working anyway.