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The need for electrical machines is growing in a wide range of applications nowadays, such as for energy production, automotive, marine, and medical equipment, etc. Reliability, efficiency, performance and operational safety are always critical issues, which implies that the monitoring and analysis during the operation of the equipment need to be strengthened. In general, more sensors can give higher accuracy of the estimated physical quantity but bring a more expensive cost. To address this issue, an algorithm principally based on the parameterized background data-weak (PBDW) method is proposed and adopted in this work to optimize both the number and the location of sensors. Besides, to further investigate the performance of the proposed algorithm, a prototype concerning an anisotropic magnetostatic problem is studied as an example of the placement of magnetic sensors. The numerical experiments show that the proposed method can achieve very satisfactory results in different aspects.