Heat Exchanger

Not much info, but why not run your compressed air through coiled copper or aluminum tubing inside a chamber through which you are running your hot exhaust gases?

is there any other way of heating compressed air, maybe electrically or something ??

Lots of ways. It's just going to take some research to determine the most efficient method.

Not much info to work with, but the first question(s) that come to my mind are;

Why on earth would one want to make modifications to compress hot air? Or... Are you intending to heat it after its compressed???

heating is to be done after the air is compressed.

Look here

Only the proper turbulence has to be created for effective heat transfer, which is easier in case of liquids.

For gases yoy may need fins/ corrugations on both inside as well as outside surfaces of the tubes. This is just a bit easier if one uses the plate exchangers rather than tubular.

You may also study something about the heat recovery systems in the powerplant where the flue gas heat is recovered, of course not to compressed air but the Primary Air.

There you are like to have the rotary exchangers (Which of course may not be economical in small scale)

finned plate HE

thanks for the comments. what kind of pipe can be used to transfer heated compressed air ? how are the pipe dimensions decided ?

Did you really expect the heat exchanger to be designed here by us? It is not so simple and now it is no more calculators and slide rules. There are softwares for this purpos.

UD15

i mean what material pipe can be used for high temp application (around 800 deg C)