The batteries are not replaceable on the TPMS sensors..... and it only takes one dead sensor to keep the light on..... I believe that you need to take it to a dealer or indie MB shop to have them tell you which sensor(s) are bad...

You have 3 options to solve your problem..
1. Replace the bad sensor(s)
2. Put a piece of electrical tape over the indicator light
3. Do the DIY fix that is here on the forum to disable the indicator light.

Edit: I am assuming that you made sure that the pressure in the tires was all correct.