Am 14.11.15 um 21:00 schrieb fl:
from numpy import *
dt = 0.1
# Initialization of state matrices
X = array([[0.0], [0.0], [0.1], [0.1]])

# Measurement matrices
Y = array([[X[0,0] + abs(randn(1)[0])], [X[1,0] + abs(randn(1)[0])]])

When the above content is inside a .py document and running, there will be
  an error:

---> 15 Y = array([[X[0,0] + abs(randn(1)[0])], [X[1,0] + abs(randn(1)[0])]])
      16 #Y = ([[X[0,0]], [X[1,0] + 0]])

NameError: name 'randn' is not defined

But when I run the above line by line at the console (Canopy), there will be
no error for the above line.

Maybe Canopy is doing a

        from pylab import *

for you?

        Christian

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