Capacitor Circuit to smooth out LED music controller?

I have a controller that makes LEDs (or anything else connected to it) flash to the music. However, when working, the LEDs go on and off. I wanted to build a capacitor circuit to make them fade out. The (+) output on the controller is a constant 12V and the (-) switches on and off. How would I build the circuit?Capacitor Circuit to smooth out LED music controller?
just connect the cap in parrelel to the LED.

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