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The independent variable is the thing you are changing/varying. The dependent variable is the thing you are measuring. This variable should be affected by the independent variable. Control variables are anything that must be kept constant. If there are any other factors which affect the dependent variable, then these need to be controlled so that they do not have any significant effect (basically ensuring that you are actually measuring the effects of the independent variable).
either independent or dependent
The answer depends on the context. A variable can be independent in some studies but dependent in others. Time can be an independent variable in distance-time or speed-time studies but the time (to failure of a component) is a dependent variable. Perhaps confusingly, the same two variables can swap places depending upon the context. Suppose I believe that healthier people are taller (their growth is less likely to be stunted by illnesses) then my independent variable is some measure of their health and the dependent variable is their height. If instead, I believe that taller people are healthier (their parents must have had good genes) then the independent variable is height and the dependent is health.
In any experiment there are many kinds of variables that will effect the experiment. The independent variable is the manipulation for the experiment and the dependent variable is the measure you take from that experiment. Confounding variables are things in which have an effect on the dependent variable, but were taken into account in the experimental design. For example, you want to know if Drug X has an effect on causing sleep. The experimenter must take care to design the experiment so that he can be very sure that the subjects in the study fell asleep because of the influence of his Drug X, and that the sleepiness was not caused by other factors. Those other factors would be confounding variables.
Controlled variables are things that must be controlled and kept the same during the experiments in order to prevent them from having an impact on results.