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The connected dominating set (CDS) has been widely used for efficient routing in wireless sensor networks. Although finding the minimum connected dominating set (MCDS) in an arbitrary graph is a NP-hard problem, many algorithms have been proposed to construct an approximation of the MCDS for efficient routing in wireless sensor networks. To address the weaknesses of these existing algorithms, we propose a new distributed MCDS approximation algorithm, CDS-HG, to construct the CDS for wireless sensor networks. This algorithm models a wireless sensor network as a hierarchical graph and uses a competition-based strategy to select nodes at a certain hierarchical level to route messages for nodes in the next level of the hierarchical graph. Formal analysis and simulation studies show that our CDS-HG algorithm generates smaller CDS sizes while requiring less communication overhead compared with the existing distributed MCDS approximation algorithms.