no you cant, Todd Howard said they added it in the beginning but took it out because it changed the game so much
If I remember correctly, he said that it would make the game too easy, or something along the line(correct me if I'm wrong). This is just nonsense and not a viable reason (if even true). Then why would they leave (make) such powerful game mechanics as smithing, enchanting, alchemy? This is silly, if the player wants to be some OP god that fights from horseback, why not leave it there?
I don't think it was ever implemented.
I'm not mad, and this doesn't brake my gaming experience. I enjoy Skyrim immensely, and have from the first day. I'm just sad, as a horse owner in real life, that the horses in-game are so limited. They are a downgrade from Oblivion....I loved to run around on my horse in Oblivion (at night) carrying a torch...now the torch doesn't even appear in your hand.