Lets look at what is known
If you ran an engine in a steady state...
A Kalina cycle would be ideal for this but hauling large amounts of ammonia in a car poses safety risks.
A Stirling engine would probably be next best.
A steam cycle would work okay.
Since cars don't operate in a steady state none of the above would be very efficient due to the fact that they operate best with a steady input and power output.
A Nitinol engine will work but has a low power output and is relatively inefficient.
Thermal Electric Generators (Peltiers) will work with consistent efficiency across varying heat input but is inherently inefficient.
Due to their simplistic nature Thermal Electric Generators are about the only system an average Joe could install. Of course the number required to get any significant energy out is large and therefore the cost benefit isn't very good.
These reasons are why exhaust heat recovery isn't very common.
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