New un-understandable error message

Yesterday, I got a new error message that I am totally puzzled about. Mission Planner showed:

EKF2 IMU0 ground mag anomaly

What does it mean?
Where does it come from?
How important is it?
How to fix this issue?

Mission Planner 1.3.41.3, ArduPlane V3.7.1
Please help.

Detleff.