Data on fine-scale animal movement are being collected worldwide, with the number of species being tagged and the resolution of data rapidly increasing. In this study, a general methodology is proposed to understand the patterns in these high-resolution movement time series that relate to marine animal behavior. The approach is illustrated with dive data from a northern fur seal (Callorhinus ursinus) tagged on the Pribilof Islands, Alaska, USA. We apply a state-space model composed of a movement model and corresponding high-resolution vertical movement data. The central goal is to estimate parameters of this movement model, particularly their variation on appropriate time scales, thereby providing a direct link to behavior. A particle filter with state augmentation is used to jointly estimate the movement parameters and the state. A multiple iterated filter using overlapping data segments is implemented to match the parameter time scale with the behavioral inference. The time variation in the auto-covariance function facilitates identification of a movement model, allows separation of observation and process noise, and provides for validation of results. The analysis yields fitted parameters that show distinct time-evolving changes in fur seal behavior over time, matching well what is observed in the original data set.