Something like a 10V 4700µF will do. You can also get away with a smaller one if you have space trouble. This will also make your personal transponder work better if you are having trouble with it.
You san solder it up to a spare servo plug or even splice it into your servo/speedo/pt lead. It goes on the plus and minus leads. Be sure to wire it up with correct polarity and to insulate the leads well or it will go bang nicely killing everything.