Nonlinear model predictive control (NMPC) is investigated for load frequency control (LFC) of an interconnected power system which is exposed to increasing wind power penetration. The robustified NMPC (RNMPC) proposed here uses knowledge of the estimated worst-case deviation in wind-power production to make the NMPC more robust. The NMPC is based on a simplified system model that is updated using state- and parameter estimation by Kalman filters, and it takes into account limitations on among others tie-line power flow. Tests on a proxy of the Nordic power system show that the RNMPC is able to fulfill system constraints under worst-case deviations in wind-power production, where the nominal NMPC is not.