Discrete-time signal processing (DSP) tools have been used to analyze numerous optical filter configurations in order to optimize their linear response. In this paper, we propose a DSP approach to design nonlinear optical devices by treating the desired nonlinear response in the weak perturbation limit as a discrete-time filter. Optimized discrete-time filters can be designed and then mapped onto a specific optical architecture to obtain the desired nonlinear response. This approach is systematic and intuitive for the design of nonlinear optical devices. We demonstrate this approach by designing autoregressive (AR) and autoregressive moving average (ARMA) lattice filters to obtain a nonlinear phase shift response.