Vijayakrishna,
Have you been upgraded to Brooklyn?  If so, did it work before the upgrade?
There is a past post that suggests swapping the Personalization setting for the page from Server to Client, then back, to see if there are any improvements. 
Can you give that a try?
–Tom 

Hi Tom, 

Thanks for your quick response.

I have not upgraded to Brooklyn, using 8.15.15 version. I tried by swapping the Personalization setting for the page from server to client, issue occurs in both Server and Client. 

Could you please suggest approach to resolve…

Vijayakrishna,
8.15.15 is the last release of that build.  The only solution we currently have is the one given above (reference this:  https://community.skuid.com/t/remember-users-last-tab-no-longer-working-for-us ).
I have tested this in 9.3.1 and don’t see the behavior.
–Tom

The below mentioned scenarios are working as expected:
Scenario 1: After login in the system when navigates from another Salesforce tab to “CurrentTab”(using Skuid page in this tab), the “Remember user’s last tab” functionality working as expected.

Scenario 2 : When navigates from any other Salesforce tab the “Remember user’s last tab” functionality working as expected.

The below mentioned scenario not working:
If the user clicks on another (Skuid tab) and refresh the browser, user will navigate to first tab. The “Remember user’s last tab” functionality not working.