a capacitor smooths out voltage fluctuations and helps to deliver quik bursts of above average power when called upon. while a huge bass note will bog the slowly responsive lead/acid battery a cap made from paper and chemicals will be able to deliver that power much more quikly.
if you wanna help your system then start with the bottleneck most people overlook. the factory battery and engine grounds. if your headlights are dimming 9 times out of 10 replacing the battery ground with a thicker wire like a 4 gauge wire will eliminate it. trust me its worked on every car ive tried it on that didnt have really bad dimming. i mean if you look at all the red coming off the battery and there is this single skimpy black wire that should sound the sirens right there. plus it only costs about 5 bucks for wire if you dont have it laying around allready.