The millimeter wave (mmWave) frequencies offer the potential of orders of magnitude increases in capacity for next-generation cellular wireless systems. However, links in mmWave networks are highly susceptible to blocking and may suffer from rapid variations in quality. Connectivity to multiple cells - both in the mmWave and in the traditional lower frequencies - is thus considered essential for robust connectivity. However, one of the challenges in supporting multi-connectivity in the mmWave space is the requirement for the network to track the direction of each link in addition to its power and timing. With highly directional beams and fast varying channels, this directional tracking may be the main bottleneck in realizing robust mmWave networks. To address this challenge, this paper proposes a novel measurement system based on (i) the UE transmitting sounding signals in directions that sweep the angular space, (ii) the mmWave cells measuring the instantaneous received signal strength along with its variance to better capture the dynamics and, consequently, the reliability of a channel/direction and, finally, (iii) a centralized controller making handover and scheduling decisions based on the mmWave cell reports and transmitting the decisions either via a mmWave cell or conventional microwave cell (when control signaling paths are not available). We argue that the proposed scheme enables efficient and highly adaptive cell selection in the presence of the channel variability expected at mmWave frequencies.