The brittle intermetallic compounds of Fe and Al are the problem. If your welding is by friction, laser or some other method which precludes the diffusion-driven formation of these compounds, you can achieve a weld. Cast stainless ring carriers are bonded to aluminum pistons. The bond is good when the process is well executed.
Under any normal welding conditions, expect a very weak weld because of oxide and intermetallic compound layers.