This paper studies the optimal control of linear systems over continuous valued fading channels. The sensor measurements are sent over a fading wireless channel to a remote controller using the analog amplify and forward technique. The controller then computes a control signal, which is transmitted over another fading channel to the actuator. Under the assumption of full channel state information (CSI) for both wireless links, we derive the optimal LQG control law. In the case where full channel state information is not available but channel statistics are available, we present the optimal linear static estimator and controller. Numerical comparisons are made between the full CSI and statistical CSI solutions.