Any amplifier that can hold it's own already has a good power supply designed to take care of "dirty" input.
The only problem with a cap is that once it shoots its load it becomes another draw on the electrical system. At least it waits until power is available to manifest a charge. Until then, it's useless.
A 1 farad cap will only last a fraction of a second powering a 1000watt system that's max'ed out.