A person who joined the prayer late forgot to recite the first tashahhud
Question

                I caught up with the last rak'ah of ‘Asr prayer, and I stood up to offer the second rak’ah, and I did not sit for the tashahhud. I thought that I had caught up with the third rak’ah in congregation, then when I sat for the second tashahhud I realized, and I did the prostration of forgetfulness, then I said the salaam. Is my prayer valid?.
Praise be to Allah.There are 
    two issues connected to this question. 
1 – Should 
    the one who joined the prayer late do the prostration of forgetfulness if he 
    forgets something in his prayer? 
Al-Bahooti 
    said in Sharh Muntaha al-Iraadaat (1/232): 
He (i.e., 
    the one who joined the prayer late) should also do the prostration of 
    forgetfulness in the following situations: 

    -He should do the prostration of 
    forgetfulness with regad to the part of the prayer that he did with his 
    imam, even if he left the imam after that f or a reason. 
    

    -The one who joined the prayer 
    late should also do the prostration of forgetfulness if he forgets something 
    in the part of the prayer that he offers alone, which is what he makes up 
    after the imam has said the salaam, even if he prostrated with him because 
    of his (the imam’s) mistake, because now he is praying alone. End quote.
Shaykh Ibn 
    Baaz (may Allaah have mercy on him) said: 
As for the 
    one who joined the prayer late, he should do the prostration of 
    forgetfulness if he made a mistake with his imam, or if he made a mistake in 
    the part of the prayer that he offers alone after the imam has finished it. 
    End quote. 
Fataawa 
    Ibn Baaz, 11/268. 
It says in
    Fataawa al-Lajnah al-Daa’imah (7/151): 
If a person 
    forgets something whilst making up the part of the prayer that he missed, or 
    he is not sure about his prayer, then he should act on the basis of what is 
    certain – which is the lower number – and complete his prayer, then do the 
    prostration of forgetfulness. End quote. 
2 – When 
    should the prostration of forgetfulness be done – before the salaam or 
    after? 
The Sunnah 
    is that if a person forgets the first tashahhud, he should do the 
    prostration of forgetfulness before the tasleem. 
Al-Bukhaari 
    (1224) and Muslim (570) narrated that ‘Abd-Allaah ibn Buhaynah said: The 
    Messenger of Allaah  (peace and blessings of Allaah be upon him) led us 
    in praying two rak'ahs of prayer, then he stood up and did not sit, and the 
    people stood up with him. When he had finished praying and we were waiting 
    for his tasleem, he said takbeer and prostrated twice whilst he was sitting, 
    before the tasleem, then he said the tasleem. 
This hadeeth 
    indicates that the prayer of one who forgets the first tashahhud is valid, 
    and that he should do the prostration of forgetfulness before saying the 
    tasleem at the end of the prayer. 
In the 
    answer to question no. 12527 we have quoted the words of Shaykh ibn 
    ‘Uthaymeen (may Allaah have mercy on him) who said:
Thus it 
    becomes clear that this should be done before the salaam if you have omitted 
    one of the obligatory parts of the prayer or if you are not sure how many 
    rak’ahs you have done, and neither of the two choices seems more likely to 
    be the case. And it should be done after the salaam if you have added 
    something extra to the prayer or you are not certain but one of the two 
    choices seems more likely to be the case. 
See 
    Majmoo’ Fataawa al-Shaykh, 14/14-16 

    Based on this, you did well when you did the prostration of 
    forgetfulness before the salaam, and your prayer is valid in sha Allah. 
And 
    Allaah knows best.