It seems that Obi-Wan at least knew something was going on, but what about the Jedi's "grand master"?
There's a curious cut in AOTC directly after Anakin and Obi-Wan have the argument over leaving Padme after she gets thrown from the transport, showing Yoda seemingly distracted and giving a "hmmm..." before the Clone Commander distracts him, like he's somewhat sensing what's going on.
Clone Wars and ROTS also seem to imply in a few ways that he seems to be aware of something but doesn't seem to do much (Plus he seems aware that Anakin has been through some severe trauma in AOTC-and Mace seems to know too! but this is never followed up upon. Neither EU actually seems to reflect on this, or the fact that Anakin took a side-trip to Tatooine). The Clone Wars season 6 "finale" does seem to imply that he's sort of resigned to the Jedi's fate, that there's not much that he can do about no matter what he suspects will happen regardless.