Inthispapertheconceptofpositivedefinitebilinearmatrixmomentfunctional.actingonthespaceofallthematrixvaluedcontinuousfunctionsdefinedonaboundedinterval[a,b],isintroduced.ThebestapproximationmatrixproblemwithrespecttosuchafunctionalissolvedintermsofmatrixFourierseries.BasicpropertiesofmatrixFourierseriessuchastheKiemann-Lebesguematrixpropertyandthebessel-parsevalmatrixinequalityareproved.Theconceptoftotalsetvjithrespecttoapositivedefinitematrixfunctionalisintroduced,andthetotallityofanorthonormalsequenceofmatrixpolynomialswithrespecttothefunctional,isestablished.
