  This paper introduces Generalized Fourier transform (GFT) that is an
extension or the generalization of the Fourier transform (FT). The Unilateral
Laplace transform (LT) is observed to be the special case of GFT. GFT, as
proposed in this work, contributes significantly to the scholarly literature.
There are many salient contribution of this work. Firstly, GFT is applicable to
a much larger class of signals, some of which cannot be analyzed with FT and
LT. For example, we have shown the applicability of GFT on the polynomially
decaying functions and super exponentials. Secondly, we demonstrate the
efficacy of GFT in solving the initial value problems (IVPs). Thirdly, the
generalization presented for FT is extended for other integral transforms with
examples shown for wavelet transform and cosine transform. Likewise,
generalized Gamma function is also presented. One interesting application of
GFT is the computation of generalized moments, for the otherwise non-finite
moments, of any random variable such as the Cauchy random variable. Fourthly,
we introduce Fourier scale transform (FST) that utilizes GFT with the
topological isomorphism of an exponential map. Lastly, we propose Generalized
Discrete-Time Fourier transform (GDTFT). The DTFT and unilateral $z$-transform
are shown to be the special cases of the proposed GDTFT. The properties of GFT
and GDTFT have also been discussed.
