Depends upon the type of sensor and whether it's also connected to a system that monitors its battery status. They will eventually discover that the battery is missing, if not immediately. Whether they know it was removed by you will depend upon the exact circumstances. For instance, I regularly place two motion-sensor cameras facing each other so that one captures photos/video of anyone vandalizing the other. So, in that case, you would need to disable both of them simultaneously in order to not get caught on camera. Again, whether they can identify you from that would depend upon circumstances.