In multiuser multiple-input single-output (MISO) systems, non-linear precoder is able to achieve the theoretical sum capacity of downlink channel with perfect channel state information (CSI). However, the perfect CSI is not available at the transmitter in practical system, especially in frequency division duplex (FDD) system where the imperfect CSI is the delayed, quantized channel direction information relayed back from the receiver through a dedicated feedback channel. So the performance of conventional non-linear precoder degrades significantly. In this paper, a robust non-linear Tomlinson---Harashima precoding (THP) based on sum mean squared error (SMSE) minimization for the downlink of multiuser MISO FDD systems is proposed. The proposed precoder is robust to the channel uncertainties arising from channel delay and quantization error. Furthermore, an improved non-linear THP with channel magnitude information (CMI) consideration is introduced to compensate the instantaneous CMI shortage at the transmitter. Additionally, the computational complexity of both proposed precoders can be reduced remarkably by Cholesky factorization with symmetric permutation. Simulation results demonstrate the improvement in bit error ratio performance and illustrate the SMSE performance of the proposed algorithms compared with conventional THP with perfect CSI in the literature.