A kind of Kalman estimation algorithm will be presented based on model conversion. With the heating furnace system as a application background, the simulation analysis is made applying the MATLAB/Simulink toolbox. Compared with the fractional order Kalman estimation algorithm based on the fractional order state-space model, the proposed method is more easily to be realized. Moreover, the estimation accuracy of the proposed fractional order Kalman estimator is higher than that of the integer order Kalman estimator.