Disclosed herein is a catalytically active particulate filter, an exhaust gas cleaning system and a process for cleaning the exhaust gases of predominantly stoichiometrically operated internal combustion engines, which are suitable, as well as the gaseous CO, HC and NOx pollutants, also for removing particulates from the exhaust gas. The particulate filter comprises a filter body and a catalytically active coating consisting of two layers. The first layer is in contact with the incoming exhaust gas, the second layer with the outgoing exhaust gas. Both layers contain alumina. The first layer contains palladium. The second layer contains, in addition to rhodium, an oxygen-storing cerium/zirconium mixed oxide.