An early detection of structural damages is critical for the decision making of repair and replacement maintenance in order to guarantee a specified structural reliability. Consequently, the structural damage detection, based on vibration data measured from the structural health monitoring (SHM) system, has received considerable attention recently. The traditional time-domain analysis techniques, such as the least square estimation (LSE) method and the extended Kalman filter (EKF) approach, require that all the external excitations (inputs) be available, which may not be the case for some SHM systems. Recently, these two approaches have been extended to cover the general case where some of the external excitations (inputs) are not measured, referred to as the adaptive LSE with unknown inputs (ALSE-UI) and the adaptive EKF with unknown inputs (AEKF-UI). Also, new analysis methods, referred to as the adaptive sequential non-linear least-square estimation with unknown inputs and unknown outputs (ASNLSE-UI-UO) and the adaptive quadratic sum-squares error with unknown inputs (AQSSE-UI), have been proposed for the damage tracking of structures when some of the acceleration responses are not measured and the external excitations are not available. In this paper, these newly proposed analysis methods will be compared in terms of accuracy, convergence and efficiency, for damage identification of structures based on experimental data obtained through a series of laboratory tests using a scaled 3-story building model with white noise excitations. The capability of the ALSE-UI, AEKF-UI, ASNLSE-UI-UO and AQSSE-UI approaches in tracking the structural damages will be demonstrated and compared.