Early models of Saab Diesel Cars which used the Vauxhall 2.2 Litre engine did not have a Diesel Particulate Filter. However from 2005, Saab began using the new 1.9 litre Fiat Manufactured diesel engine all of which were fitted with a diesel particulate filter from the factory, so if you have a Saab 1.9TID or Saab 1.9TTID then you will have a diesel particulate filter fitted to the car.
The Fiat 1.9 Diesel Engine used in Saab and Vauxhall cars is well known for problems relating to the emissions control equipment bolted on to the engine, which includes the Diesel Particulate Filter and the EGR (Exhaust Gas Re-circulation) valve. If you have a Saab which uses this engine then I would highly recommend using a DPF Cleaning additive which is added in small doses to the diesel tank when it is filled, using an additive to allows the engine to run cleaner reducing the soot loading on the DPF, it also allows the DPF regeneration to occur at lower exhaust temperatures and complete faster, thus reducing the chances of an incomplete regeneration.
In addition to DPF Additives, regular manual cleaning of the EGR Valve is also recommended, at around 20k mile intervals the EGR Valve should be manually removed and cleaned, before refitting.
Please also ensure that you use Low Ash oil in all Saab diesel cars which have DPF Systems fitted.