  For a parameterized hyperbolic system $u_{i+1} = f(u_i,s)$, the derivative of
an ergodic average $\ < J\ > = \underset{n\rightarrow\infty}{\lim} \frac1n
\sum_1^n J(u_i,s)$ to the parameter $s$ can be computed via the least squares
sensitivity method. This method solves a constrained least squares problem and
computes an approximation to the desired derivative $d\ < J\ > \over ds$ from
the solution. This paper proves that as the size of the least squares problem
approaches infinity, the computed approximation converges to the true
derivative.
