Yes. The kalman is estimator, it tries to find the "best" extimation of your state vector (a vector containing the variables you are extimating) given noisy mesurement data. So you need a model that extimates your state based on these mesurements. This model can be very simple or very complex depending on what you are trying to extimate and will depend on your specific case.

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http://philsal.co.uk/projects/imu-attitude-estimation

here is a exemple using a gyro and accelerometer. Although personaly I would not use a accelerometer for extimating the rocket attitude (inertial forces :P).