Check the owner's manual for the re-learn procedure. When you get to a wheel that doesn't re-learn, its battery is probably dead. Rotate the tires to get that one into the last learning position, and try again. If it fails at the same location, it's a system problem. If it fails at the same wheel, buy a new sensor, and have a tire shop install it, and re-learn the system.
If there is a fault with a sensor and the signal is missing the BCM will set a code for it that will identify the offending sensor. Of course this is dependent on the tires and TPMS sensors were trained with them in the current position. I frequently see this issue when cold werather first creeps in after someone has rotated their tires and set the pressures and not retrain the TPMS sensors.
A quick way to determine if you have a bad sensor is to enter the training mode and any sensor that fails to set... well you know.