Scripting Microsoft Data Warehouse Wizard
This is not my area of expertise, but you might look at Dennes Torres Simple Talk post from January 2015 for any takeaways that help you. 

https://www.simple-talk.com/sql/database-administration/centralize-your-database-monitoring-process/

Two subheadings of particular interest may be:


Configure Data Collector through CMS
Configure Collection Sets through CMS