For TI audio power amplifiers, AGND and PGND refer generally to internal grounds for input stages and references (AGND) and power stages (PGND). They are separated so AGND circuits can be held at the same ground potential as power stages. Otherwise power currents could produce interfering voltages in AGND leads.
This means that AGND and PGND should be connected closely on the PCB, to hold all internal circuits to the same ground potential. The best pattern is connection to a central ground point, usually in a ground plane. (For devices with PowerPADs this should be the PowerPAD solder contact.) Voltage references and oscillator control pins should be connected to AGND pins and from there to the central ground point, without any other ground connected to them. This will minimize any possibility of interference.
In no case should AGND and PGND be connected separately to ground at the power supply. A connection like this is likely to produce large ground potentials between AGND and PGND that can interfere with device operation.