  This paper is concerned with the partial information optimal control problem
of mean-field type under partial observation, where the system is given by a
controlled mean-field forward-backward stochastic differential equation with
correlated noises between the system and the observation, moreover the
observation coefficients may depend not only on the control process and but
also on its probability distribution. Under standard assumptions on the
coefficients, necessary and sufficient conditions for optimality of the control
problem in the form of Pontryagin's maximum principles are established in a
unified way.
