The James Kahn novelization of Return of the Jedi contains a scene where Palpatine learns of Yoda's death from Luke; the scene makes it clear that he does remember Yoda, but doesn't1 know what happened to him:
The Emperor tapped his fingers on the arm of the throne, recalling. 'There was one called... Yoda. An aged Master Jedi... Ah, I see by your countenance I have hit a chord, a resonant chord indeed. Yoda, then.'
'This Yoda,' the Emperor mused. 'Lives he still?'
Luke focused on the emptiness of space beyond the window behind the Emperor's chair. The deep void, where nothing was.
Nothing. He filled his mind with this black nothing. Opaque, save for the occasional flickering of starlight that filtered through the ether.
'Ah,' cried Emperor Palpatine. 'He lives not. Very good, young Skywalker, you almost hid this from me. But you could not.
Return of the Jedi - Novelization Chapter 7
Since this is an expanded version of a scene from the film, the ultimate canonicity of this tidbit is questionable. Regardless it is, as far as I know, the only explicit discussion in canon works.
That said, this does seem like the most likely answer. There's no readily apparent reason to suspect that Palpatine would forget Yoda; they were more than passing acquaintances, after all, and worked together relatively closely for several years. Likewise, Yoda was quite deliberately hiding from Palpatine's senses, so it seems doubtful that the Emperor would have any special knowledge of his fate.
1 I should maybe say he probably doesn't know; it's rarely wise to take Palpatine at his word