The basic idea is this:
y(n) = x(n)+y(n-1)
The output at a "time" n depends on the output at previous times. In the simple model above, the output at time "n" is the sum of the input at time n -- x(n) --- and the previous output at one time step in the past -- y(n-1)
Of course these recursive relationships get much more complicated than the simple one I've illustrated, but the basic premise is the same.