An extension of the well-known Fourier transform is developed in this paper. It is denoted as the generalized Fourier transform(GFT), since it encompasses the Fourier transform as its special case. The first idea of this extension can be found on [1]. In the definition of the N-point discrete GFT, it first construct a passband in time which functions as a window in the time domain. An appropriate interpretation of each variables are introduced during the definition of the GFT, followed by the formal derivation of the inverse GFT. This transform pair is similar to the windowing in the frequency domain such as the subband coding technique (or filter bank approach) and could be extended to the wavelet transform