Owing to the specific characteristics of Unmanned Aerial Vehicles (UAVs), the demands and applications increase dramatically for them being deployed in confined or closed space for surveying, inspection or detection to substitute human. However, Global Positioning System (GPS) may lose effectiveness or become unavailable due to the potential signal block or interference in that operational environment. Under such circumstances, an imperative requirement on new positioning technology for UAV has emerged. With the rapid development of Radio Frequency (RF) based localisation technologies, leveraging small wireless sensor nodes for low-cost, low latency, low energy consumption and accurate localisation on UAV has received significant attention. However, no up-to-date review has been conducted in this area so far. Therefore, this paper aims to give a comprehensive survey on the RF based localisation systems with different radio communication technologies and localisation mechanisms on UAV positioning. Toward this end, an exhaustive evaluation framework is first established to evaluate the performance of each system on UAV positioning from different perspectives. Particularly, the Ultra-wideband (UWB) based system with time-based mechanisms is highlighted for UAV positioning under the consideration of the proposed evaluation framework. Finally, an intensive analysis is conducted about the current challenges and the potential research issues in this area in order to identify the promising directions for future research.