[step:Identify the orthogonal angular momentum sectors]
For each admissible pair $(l,m)$, let
\begin{align*}
\mathcal{K}_{l,m} := \{F:(0,\infty)\to L^2(S^2,\sigma) : F(r)=R(r)Y_{l,m}\text{ for some }R\in L^2((0,\infty),\mu)\}
\end{align*}
inside $L^2((0,\infty),\mu;L^2(S^2,\sigma))$.
If $(l,m)\ne(l',m')$, $R \in L^2((0,\infty),\mu)$, and $S \in L^2((0,\infty),\mu)$, then orthonormality of spherical harmonics gives
\begin{align*}
\int_{S^2} R(r)Y_{l,m}(\omega)\overline{S(r)Y_{l',m'}(\omega)}\,d\sigma(\omega) = R(r)\overline{S(r)}\,0 = 0
\end{align*}
for $\mu$-almost every $r$. Integrating in $r$ yields
\begin{align*}
(RY_{l,m},SY_{l',m'})_{L^2((0,\infty),\mu;L^2(S^2))} = 0.
\end{align*}
Thus the subspaces $\mathcal{K}_{l,m}$ are pairwise orthogonal.
The expansion from the previous step shows that the closed linear span of the $\mathcal{K}_{l,m}$ is all of $L^2((0,\infty),\mu;L^2(S^2,\sigma))$. Therefore
\begin{align*}
L^2((0,\infty),\mu;L^2(S^2,\sigma)) = \bigoplus_{l=0}^{\infty}\bigoplus_{m=-l}^{l}\mathcal{K}_{l,m}.
\end{align*}
Applying $U^{-1}$ identifies $\mathcal{K}_{l,m}$ with $\mathcal{H}_{l,m}$ and gives
\begin{align*}
L^2(\mathbb{R}^3,\mathcal{L}^3) = \bigoplus_{l=0}^{\infty}\bigoplus_{m=-l}^{l}\mathcal{H}_{l,m}.
\end{align*}
[/step]