As with many of Duke Ellington compositions the idea originated with one of his musicians. In the case of Caravan it was trombonist Juan Tizol.
Ellington is quoted in
"Stuart Nicholson Reminiscing in Tempo: A Portrait of Duke Ellington (book) as saying, "that's one of those things Tizol came up with".
"
See, it wasn't in tempo, he stood and played it sort of ad lib. He played it, the first ten bars, we took it and worked out the rest of it."
"Caravan" is an American jazz standard that was composed by Juan Tizol and Duke Ellington and first performed by Ellington in 1936. Irving Mills wrote lyrics, but they are rarely sung. The exotic sound of "Caravan" interested exotica musicians; Martin Denny, Arthur Lyman, and Gordon Jenkins all covered it. Woody Allen used the song in two of his films, Alice and Sweet and Lowdown. Steven Soderbergh used the Lyman version in his 2001 film Ocean's Eleven. The song appears often in the 2014 film Whiplash as an important plot element. The Mills Brothers recorded an a cappella version in which they imitated instruments with their voices. Johnny Mathis recorded the song in 1956. More than 350 versions have been recorded."
https://youtu.be/cAeEhTD1xhU