UPS = (Uninterrupted Power Supply) it is like baby generator although battery operated, able to back up power for short period of time, depends on our load, but mostly it can backed you up 10mins.
AVR=(Automatic Voltage Regulator) it is use to regulate the secondary voltage output, and against electric fluctuation.
PSU=(Power Supply Unit) simply means the unit where you will plug your power cord and with multiple direct current voltage that supply you mother, hdd, fdd, video card and etc.
These 3 are distinct