I think you may still be a little confused. Power density is the rate at which energy can be added to or drawn from the the cell per unit mass. So faster charging and discharging means high power density. Energy density is the total amount of energy that can be stored per unit mass. Supercapacitors are typically higher in power density and lower in energy density than batteries[1].

You're right that it makes sense to put supercapacitors in front of the battery banks for the reasons you said.

[1] http://berc.berkeley.edu/storage-wars-batteries-vs-supercapa...