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Depending on your sensor current supply needs and the specific platform you're working on there are a variety of options both pre-built and one you may design yourself. The following website gives a good overview of various options: tangentsoft.net/.../vgrounds.html
For example the current ADS1192 project I am working on uses a 5v supply split by a TLE2426 (described in the attached page) to geneate +/- 2.5V.