Fiqh-us-Sunnah Volume 1, Purification and Prayer, Fiqh 1.093.

If the prayer has already started, it is disliked to preoccupy one’s self with voluntary prayers. Abu Hurairah reported that the Prophet, upon whom be peace, said, “If the prayer is beginning, there is no prayer save the obligatory one.” In another narration it states, “Save for the one for which iqamah has been made.” (Related by Ahmad, Muslim, Abu Dawud, at-Tirmizhi, an-Nasa’i and Ibn Majah.)

Reported ‘Abdullah ibn Sarjis, “A man entered the mosque while the Prophet was leading the morning prayer. The man prayed two rak’ah at the side of the mosque and then entered (the congregation) behind the Messenger of Allah. When the Prophet had finished the prayer he said, ‘O so and so, which of the two prayers do you count –the one you prayed by yourself or the one you prayed with us?” (Related by Muslim, Abu Dawud and an-Nasa’i.) The Messenger objected to this act, but he did not order him to repeat his prayer. This shows that such a prayer is valid but disliked. Reported Ibn ‘Abbas, “I was praying while the caller to prayer was making the iqamah. The Messenger of Allah pulled me and said, ‘Do you pray four rak’ah for the morning (obligatory) prayer?” The hadith is related by al-Baihaqi, at-Tabarani, Abu Dawud, at-Tayalisi and al-Hakim, who said it is sahih according to the criterion of al-Bukhari and Muslim. Abu Musa al-Ash’ari related that the Prophet saw a man praying two rak’ah of the morning prayer while the caller to prayer was making the (second) call. The Prophet touched his elbow and said, “Shouldn’t this be before that?” (Related by at-Tabarani. Al-‘Iraqi says it is good.)