capacitor for led strips
You want to connect it in parallel and you don't need any additional components.

To compute the value you need you just have to use the formula C = (i * dt)/dV, where dV is the value of voltage variation you want and i the current that will be flowing in your leds. From that you should get an approximate value you can try. Try to get the biggest possible value, but be aware that the bigger a capacitor, the bigger the delays.