It's often called a “glitch buster” or stabilizing capacitor. 

It's easy to install, just plug it into a free port on the receiver. This small capacitor, to be left in the radio box or on the chassis, will maintain a constant voltage on your receiver and prevent radio losses that can occur on large power calls. It acts as an additional energy reserve for your receiver.

Servos and motors are currently very power-hungry, and can cause the receiver voltage to drop, resulting in a micro-cut.

This can cause the receiver to restart, resulting in signal loss or erratic behavior of all equipments: servo, transponder...