The work is "Portrait of Empress Alexandra Fyodorovna and her Daughter, Grand Duchess Maria Nikolaevna, Horse Riding in the Peterhof Park" (1837, oil on canvas. 89 x 70.5 cm, Russian Museum).
The background depicts the Lower Park at Peterhof. On the left you can see the famous fountain group "Samson Rending the Jaws of the Lion".
Mikhail Zheleznov, a student of Karl Brullov, writes about the latter's work on an unrealised group portrait of the family of Tsar Nicholas I: "At the request of the Emperor, Brullov worked in Peterhof in the summer of 1837, painting portraits of Empress Alexandra Fyodorovna and her daughters, Grand Duchesses Maria, Olga and Alexandra, on small canvases for a large family portrait. The completion of the last sketch, however, spelt the end of the artist's work with the Imperial family. Brullov often dragged his box of paints from St Petersburg to Peterhof, where he would live for three or four days at a time, awaiting to be informed when he could complete the portraits. But the Empress and the Grand Duchesses always found some pretext to avoid sitting for him or a means to postpone the sitting. One day, Brullov finally had enough. Arriving at Peterhof to work and appearing at the palace at the appointed hour, he learned that the sitting had once again been cancelled. Demanding a piece of rope, he tied up all the canvases that he had begun and took them back with him to St Petersburg."
This portrait of Empress Alexandra Fyodorovna and Grand Duchess Maria Nikolaevna was painted in Peterhof in the early summer of 1837. "The Emperor left Peterhof to spend two days in St Petersburg. While he was away, Brullov decided to surprise him by painting the Empress and Grand Duchess Maria Nikolaevna on horseback, in the alley of the Peterhof Garden, in front of the Samson Fountain. He did the work in the space of twelve hours on one canvas. Brullov painted the portrait sitting in a room, while the Empress posed for him on horseback outside the window. Suddenly, it began to rain. Brullov kept on working, as if he did not notice the shower, and did not let the Empress come inside. He continued painting until she was soaked to the skin. Doctor Marcus tried several times to stop the seance, but the Empress restrained him with the words: 'Do not disturb him while he is working.' On his return to Peterhof, the Emperor marvelled at Brullov's adroitness and indicated his approval of the portrait. After this, Brullov would have seemed obliged to finish the portrait. But the artist ... turned it towards the wall and never returned to it again."
I am surprised at the choice of Peterhof, because Alexandra Fyodorovna did not like Peterhof, because she was ill there. She first visited Peterhof in July 1817, immediately after her wedding, and wrote: "Nicholas drove me along the Lower Road from Strelna. My heart leapt with joy every minute at the sight of the sea, the old trees growing along the shoreline, the fountains in the park! In short, I was in raptures of delight, and this place had, from the very start, much more of an effect on me than Pavlovsk or Tsarskoe." In her first years there, she lived at Monplaisir, where she fell seriously ill and took a long time to recover ("After that, I will never have the strength to return there again"). Astolphe de Custine quoted the empress's words in 1839: "I found life at Peterhof unbearable, and asked the emperor to build me a hut, where my eyes might escape all this gilt." Nicholas heeded her words, and built Alexandria next to Peterhof - the rest, as they say, is history...
I find Alexandra Fyodorovna a fascinating character. She was said to be shocked by her husband's bloody quashing of the Decembrist Uprising in 1825 and, when she heard of the intentions of the Decembrists' wives to follow their husbands to Siberia, she exclaimed: "Oh, I would do the exact same in their place!"
Biography of Karl Brullov: http://www.rusartnet.com/russian-artists/19th-century/early-19th-century/romantic/karl-brullov