There should be a light, but because it reminds drivers of the inconvenience of not being able to stop until active regeneration has completed, no diesel car actually has this. There are two ways to tell. One is that the 'instant fuel economy' on the meter suddenly halves because diesel is being used to actively regenerate the DPF. The other is heat. If you stop and open the door without switching off the engine and sense considerable heat under the car, that is the DPF regenerating and it needs to continue for another 5 to 10 minutes.