  Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by
$S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are
i.i.d.'s with law $\mu$. We study statistical properties of random variables of
the form $$\sigma(S_n,x) + u(S_n x),$$ where $x \in \mathbb P^{d-1}$, $\sigma$
is the norm cocycle and $u$ belongs to a class of admissible functions on
$\mathbb P^{d-1}$ with values in $\mathbb R \cup \{\pm \infty\}$.
  Assuming that $\mu$ has a finite exponential moment and generates a proximal
and strongly irreducible semigroup, we obtain optimal Berry-Esseen bounds and
the Local Limit Theorem for such variables using a large class of observables
on $\mathbb R$ and H\"older continuous target functions on $\mathbb P^{d-1}$.
As particular cases, we obtain new limit theorems for $\sigma(S_n,x)$ and for
the coefficients of $S_n$.
