Musannaf Ibn Abi Shayba 3:2187

Abu Bakr narrated to us, he said: Ibn Numayr narrated to us, from Abd al-Malik, from Ata, regarding Abu Sa’id, Ibn Umar, and Ibn al-Zubayr, concerning the man who enters [the prayer] with the Imam while some of the prayer has already passed him by. They said: He should do as the Imam does. Then, when the Imam finishes his prayer, he should stand and complete his prayer, and he should perform two prostrations [of forgetfulness].