Achei a pergunta interessante, então pesquisei um pouco no Google e achei esta .
Mais precisamente, você precisa adicionar esta linha ao seu sshd_config.
ForceCommand logger -p user.notice "$SSH_ORIGINAL_COMMAND"
De acordo com o man sshd_config
:
ForceCommand
Forces the execution of the command specified by ForceCommand, ignoring any command supplied by the client and ~/.ssh/rc if present. The command is invoked by using the user's login shell with the -c option. This applies to shell, command, or subsystem execution. It is most useful inside a Match block. The command originally supplied by the client is available in the SSH_ORIGINAL_COMMAND environment variable. Specifying a command of internal-sftp will force the use of an in-process SFTP server that requires no support files when used with ChrootDirectory. The default is none.
No meu usuário de instalação do rsyslog debian. * é gravado em /var/log/user.log