Wireless Sensor Networks (WSNs) enable a wealth of new applications where remote estimation is essential. Individual sensors simultaneously sense a dynamic process and transmit measured information over a shared channel to a central base station. The base station computes an estimate of the process state by means of a Kalman filter. In this paper we assume that, at each time step, only a subset of all sensors are selected to send their observations to the fusion center due to channel capacity constraints or limited energy budget. We propose a multi-step sensor selection strategy to schedule sensors to transmit for the next \(T\) steps of time with the goal of minimizing an objective function related to the Kalman filter error covariance matrix. This formulation, in a relaxed convex form, defines an unified framework to solve a large class of optimization problems over energy constrained WSNs. We offer some numerical examples to further illustrate the efficiency of the algorithm.