A Keep Alive HTTP header since HTTP 1.0, which is used to indicate a HTTP client would like to maintain a persistent connection with HTTP server. The main objects is to eliminate the needs for opening TCP connection for each HTTP request. However, while there is a persistent connection open, the protocol for communication between client and server is still following the basic HTTP request/response pattern. In other word, server side can’t push data to client.
WebSocket is completely different mechanism, which is used to setup a persistent, full-duplex connection. With this full-duplex connection, server side can push data to client and client should be expected to process data from server side at any time.
Quoting corresponding entries on Wikipedia for reference:
1) http://en.wikipedia.org/wiki/HTTP_persistent_connection
2) http://en.wikipedia.org/wiki/WebSocket