I’ve noticed with my Sony soundbar, the sub-woofer will randomly fail to connect when I power it on. When this happens nothing can be done to get it linked up again except for a factory reset. The procedure below explains how to perform a factory reset:

Press the POWER button to turn the unit ON.

Press and hold the POWER button while pressing and holding the
INPUT SELECTOR and VOLUME – (down) button for at least 15 seconds.

Release the power button.

The message COLD RESET or RESET should appear on the display of 
your soundbar.

Once reset, be sure to turn off and then turn on again your sub-woofer with the power button, usually located on the rear of the unit, remember when powering on and off, the button must be held for a few seconds.

If your Sony doesn’t have this power button on the sub-woofer, you can always try and unplug / plug it in to power cycle it.