Power the relay from the incoming 15V rails as well, using a 12V relay and an 18V 1W ( or something higher if the relay coil is low resistance) zener diode, so that you need at least 26V present on the power rails before the relay energises, assuming typical 8V pull in on the relay coil.. That way no RC network, and guaranteed not to operate if one rail is missing. Place the usual reverse biased diode across the relay coil as well, and make sure there is enough capacitance on the output of the power supply, along with a series resistor ( around 4R7 to 22R) in the 15V rails to the LEM transducer, and some 10-100uF 35V capacitors for local decoupling as well after resistors. R and C is there to limit rate of rise of the rail, and to reduce arcing on the relay contacts. Resistance value depends on current draw, just there to keep drop under roughly a quarter volt at full power draw of the sensor.