The diesel particulate filter sits in the exhaust and catches the soot a diesel makes. To stop itself filling up, it has to get hot enough to burn that soot off, which is called regeneration. That takes heat and time: a decent run at a steady speed.
Short, cold trips never give it either, which is why so many DPF lights come on in winter. Often a proper run on the M5 sorts it. But when a filter keeps blocking even with good runs, the filter is rarely the real problem. A sensor has failed, an EGR valve is sticking or the engine is never getting properly hot.
That is the bit that gets skipped. A filter gets cleaned or replaced, the cause is left in, and a few months later the light is back and you are paying again.
If your DPF light has just come on, today is the cheapest it will ever be to sort. Leave it until limp mode and it costs more.