A cap such as you describe would offer no real benefit. The reason they are used with amplifiers is because they do offer some voltage stability during the transient low bass hits, when the amp is drawing the most power. However, it is important to note that these intervals are measured in microseconds - the voltage drop described here is much too long to really be solved by a cap.

Your best bet is to get a bigger alternator, or try that Jacobs Accuvolt. I have no experience with it, so YMMV.