To add the words can be connected in terms of an increase in excitment, but you wouldn't really connect them. Excitation is an apllication of energy, or a state of excitment. Hope this helps.

Arousal or aroused is to have an increased reation to a stimuli that evokes a response. It can be used in several ways.

For example: His actions aroused supspicion. The stimuli being his actions.

Her touch aroused him. The stumuli being her touch. 

Excitation can mean and increase in energy or excitment.