I set up the following in my ~/.profile for my ksh login:
export HOST=$(hostname)
export PS1=$(perl -e 'printf " 33]0;${USER}@${HOST}:${PWD} 07$"')
Unfortunately, ksh doesn’t understand escape codes, so perl or awk is necessary to pull this off–or you can enter them literally via your editor. I like the perl route just for ease of maintenance.
This was inspired by: Setting window title via escape sequences. Of course, the bash version is *much* simpler:
export PS1="e]2;${USER}@${HOSTNAME}: ${PWD}a"
Other links of interest: