The present invention is directed to a particle filter to remove soot from the exhaust gas of a diesel engine. The particle filter contains a catalytically active coating on a filter body to accelerate bum-off during a regeneration phase of the soot particles collected on the filter. The particle filter comprises a catalytic coating containing compounds of barium, compounds of magnesium, and at least one element of the platinum group metals. The invention is further directed to a process for accelerated combustion of soot particles collected on the filter from lean exhaust gas of a diesel engine in which the soot particles have a soot ignition temperature and the particle filter is actively regenerated from time to time by raising the temperature of the particle filter above the soot ignition temperature and burning off the soot particles.