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In September 2015, the Laser Interferometer Gravitational-wave Observatory (LIGO) initiated the era of gravitational wave astronomy, a new window on the universe. In its first 4 months of operation, the Advanced LIGO instrument made the first, two direct detections of gravitational waves (ripples in the fabric of space-time). Each of these events were the result of merger of a pair of black holes into a single larger black hole. The first detected system consisted of two black holes of about 30 solar masses each which merged at a distance of 400 mega-parsecs or 1.4 billion years ago, revealing a new population of black holes. As of October 2017 five black hole mergers have been announced. In August 2017, after some further improvements and commissioning, the LIGO and VIRGO collaborations announced the first direct detection of gravitational waves associated with a gamma ray burst and the electromagnetic emission (visible, infrared, radio) of the afterglow of a kilonova -- the spectacular collision of two neutron stars at a distance of 40 mega-parsecs. This marks the beginning of multi-messenger astronomy. The discovery was made using the U.S.-based LIGO; the Europe-based Virgo detector; and some 70 ground- and space-based observatories. The Advanced LIGO gravitational wave detectors are second generation instruments designed and built for the two LIGO observatories in Hanford, WA and Livingston, LA. These two identically designed instruments employ coupled optical cavities in a specialized version of a Michelson interferometer with 4 kilometer long arms. Fabry-Perot cavities are used in the arms to increase the interaction time with a gravitational wave, power recycling is used to increase the effective laser power and signal recycling is used to improve the frequency response. In the most sensitive frequency region around 100 Hz, the displacement sensitivity is 10-22 meters rms, or about 10 million times smaller than a proton. In order to achieve this unsurpassed measurement sensitivity Advanced LIGO employs a wide range of cutting-edge, high performance technologies, including a ultra-high vacuum system; an extremely stable laser source; multiple stages of active vibration isolation; super-polished and ion milled, ultra-low loss, fused silica optics with high performance multi-layer dielectric coatings; wavefront sensing; active thermal compensation; very low noise analog and digital electronics; complex, nonlinear multi-input, multi-output control systems; and a custom, scalable and easily re-configurable data acquisition and state control system.