Baby makes noise in sleep

My 3 week old is the loudest sleeper! She frequently cries out in her sleep for a few seconds. It’s always enough to wake me up and make me think she’s awake and needs something but when I check on her she’s fast asleep. She’ll do this sometimes every 5 minutes for an hour straight. I swaddle her and have a white noise machine on. Not sure what else to do. I’m wondering if it’s maybe better for her to sleep in her own room with the baby monitor volume on low so I only hear her if she’s truly crying. I just hate the idea of her not sleeping in my room due to the sids risk but I also need to sleep! Any other suggestions or advice is welcome.