King Edward VII, the son of Queen Victoria, ascended the throne upon her death in 1901, but unlike his mother, he ruled for a very short period and died in 1910. His reign, along with the years immediately before the outbreak of the first world war in 1914, are known as the Edwardian period.

Taking in this particular era, The Edwardians: Age of Elegance at the King's Gallery in Buckingham Palace, focuses on the artistic patronage of Edward VII and his wife Alexandra of Denmark, and their son George V and his wife Mary of Teck.

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Edward and Alexandra were married in 1863, and as Prince and Princess of Wales the pair were leading tastemakers in Victorian upper-class society in the years before Edward came to the throne at the beginning of the 20th century.

This is often regarded as a golden age before the carnage and disruption of the great war saw the world indelibly change. However, the exhibition is not confined to these years and also reaches back into the Victorian period (1837-1901).

Those hoping to experience some of the glamour of the royal family won't be disappointed. The first room takes visitors into the heady atmosphere of the Marlborough House set which centred around Edward and Alexandra's residence in St James's. One case commemorates the 1871 Waverley Ball which marked the centenary of popular Scottish novelist Sir Walter Scott. Alexandra's elaborate Mary Queen of Scots costume - a silk dress with gold lacings - is on display.

The pageantry of the court is communicated through a series of stunning narrative paintings including the Danish artist Laurits Tuxen's The Garden Party at Buckingham Palace (1897-1900) and The Family of Queen Victoria in 1887 (1887) painted for her golden jubilee in 1887.

This theme is picked up in the second large room, which focuses on the lavish world of the court. Here, the opulent 1911 coronation robes of George and Mary and a case of necklaces and jewellery take centre stage. This exhibit is the star of the show with plenty of visitors posing for photographs in front of it.

But beneath all the glitz and glamour there's a subtler story about how the royal family worked as collectors and their wider role in Britain and beyond. One of the most interesting things about the exhibition is that it reveals the personal taste of the royals, through what they chose to collect.

Horses, dogs and yachts are prominent. Edward's dog Caesar, the wire-haired fox terrier who famously followed his funeral procession in 1910, appears in several images, and his race horse Persimmon is also represented.

Edward and Alexandra were patrons of leading artists of the day - he owned a number of works by the popular Victorian painter Frederic Leighton, while she collected art by the Pre-Raphaelite artist Edward Burne Jones. Alexandra also supported Minton's pottery studio in the 1870s, which employed many women artists.

The exhibition also reveals Alexandra's personal artistic activities. Like many upper-class Victorian women, she was a keen photographer and creator of photo albums. In the second half of the 19th century, album-making offered women an outlet for creativity and emotional expression. An album of designs made by Alexandra in the 1860s features photos arranged in a spiders web, with family and friends transformed into butterflies and insects.

Royal patronage was often about international connections. Alexandra's Danish heritage is expressed through pieces from the Royal Copenhagen porcelain manufacturing company, including a massive porcelain cabinet, featuring an ornamental roof topped by a group of dancing monkeys surrounding a large swan.

A larger room is devoted to objects amassed on visits and through diplomatic exchange with the colonies which at the time included India, part of Africa, Australia, Canada and New Zealand. Increasingly speedy travel networks brought the world closer in the late 19th century and the royal family were able to travel further and more frequently than ever before. These visits played an important role in Britain's imperial identity, and underlined the nation's global power.

Between 1875 and 1876 Edward toured India. This trip produced a dazzling array of diplomatic gifts, such as a case filled with ornately decorated Indian weapons. After the visit Edward created a special Indian room for them at Marlborough House. Today, they sparkle in their cabinet for the exhibition's visitors.

The exhibition does a good job of revealing the importance of imperial connections to the royal collections and the role of the royals in the larger colonial project, but in places I would have liked to know more about the stories behind these objects.

There's a tension between the precise attribution of the work of British and European artists and the objects that have been gifted from the colonies - almost all labelled "unidentified maker".

The absence of such information is the product of longstanding curatorial habits that shaped these collections in the past and continue to determine what we know about them today. This does mean that there are some absences about the origins and makers of these things, which could have been acknowledged more in some of the exhibition text.

This was particularly evident when looking at a large portrait of the Maori dancer Terewai Horomona by Gottfried Lindauer. The image has an elaborate frame with a plaque declaring it was presented to the Prince of Wales by the New Zealand commissioner for the Colonial and India Exhibition, 1886.

The commentary states that Edward was "enchanted" with the portrait which was "promptly gifted" to him. But this might have been better used as an opportunity to give some thought to the woman whose image was framed, presented and exchanged.

Overall, though, this is an enjoyable exhibition that reveals the royal social world, patronage and imperial connections, and tells a fascinating story about the artistic taste and activities of the lesser-known monarchs of the early 20th century.