You may want to look at http://tug.ctan.org/tex-archive/macros/latex/contrib/float/ which allows you to define new floats using \newfloat
I say this because captions are usually applied to floats.
Straight ahead equations (those written with $ ... $
, $$ ... $$
, begin{equation}...
) are in-line objects that do not support \caption
.
This can be done using the following snippet just before \begin{document}
\usepackage{float}
\usepackage{aliascnt}
\newaliascnt{eqfloat}{equation}
\newfloat{eqfloat}{h}{eqflts}
\floatname{eqfloat}{Equation}
\newcommand*{\ORGeqfloat}{}
\let\ORGeqfloat\eqfloat
\def\eqfloat{%
\let\ORIGINALcaption\caption
\def\caption{%
\addtocounter{equation}{-1}%
\ORIGINALcaption
}%
\ORGeqfloat
}
and when adding an equation use something like
\begin{eqfloat}
\begin{equation}
f( x ) = ax + b
\label{eq:linear}
\end{equation}
\caption{Caption goes here}
\end{eqfloat}