Discrete-time models are very convenient to simulate a nonlinear system on a computer. In order to build the discretetime simulation models for the nonlinear feedback systems (which is a very important class of systems in many applications) described as y(t) = g1(u(t), y(t)), one has to solve at each time step a nonlinear algebraic loop for y(t). If a delay is present in the loop i.e y(t) = g2(u(t), y(t − 1)), fast recursive simulation models can be developed and the need to solve the nonlinear differential-algebraic (DAE) equations is removed. In this paper, we use the latter to model the nonlinear feedback system using recursive discrete-time models. Theoretical error bounds for such kind of approximated models are provided in the case of band-limited signals, furthermore a measurement methodology is proposed for quantifying and validating the output error bounds experimentally.