My Claire did this all the time. She would make an awful high pitched ieeeee sound and then she'd whine and cry. She did this when she wanted to get picked up and when my husband came home from work and when she was on the other side of the baby gate or when she wanted up on the couch to sit next to me or when I left the room.
She still gets upset, but I have been working with her for months now and she is getting better. What I have been doing is telling her sit quite and I pick up her up when she sit still and is quite for a minute and she learning now. She shakes she's so excited but when she cries i turn my back on her so she knows now that that she has to be good girl to get what she wants.