AbstractMiniature GPS devices now allow for measurement of the movement of animals in real time and provide high‐ quality and high‐resolution data. While these new data sets are a great improvement, one still encounters some measurement errors as well as device failures. Moreover, these devices only measure position and require further reconstruction techniques to extract the full dynamical state space with the velocity and acceleration. Direct differentiation of position is generally not adequate. We report on the successful implementation of a shadowing filter algorithm that (1) minimizes measurement errors and (2) reconstructs at the same time the full phase‐space from a position recording of a flying pigeon. This filter is based on a very simple assumption that the pigeon's dynamics are Newtonian. We explore not only how to choose the filter's parameters but also demonstrate its improvements over other techniques and give minimum data requirements. In contrast to competing filters, the shadowing filter's approach has not been widely implemented for practical problems. This article addresses these practicalities and provides a prototype for such application.